The boundary value formulation of the Asian call option (Q4462366)
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scientific article; zbMATH DE number 2064918
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The boundary value formulation of the Asian call option |
scientific article; zbMATH DE number 2064918 |
Statements
The boundary value formulation of the Asian call option (English)
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18 May 2004
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convection-diffusion-type problem
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