No label defined (Q4261798)
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scientific article; zbMATH DE number 1332331
Language | Label | Description | Also known as |
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English | No label defined |
scientific article; zbMATH DE number 1332331 |
Statements
16 September 1999
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Black-Scholes type model
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financial mathematics
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Brownian motion
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random jumps
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diffusion equation
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Riccati method
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method of lines
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convergence
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free boundary
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