On the multidimensional Black-Scholes partial differential equation (Q2288905)

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On the multidimensional Black-Scholes partial differential equation
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    On the multidimensional Black-Scholes partial differential equation (English)
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    20 January 2020
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    Black-Scholes multidimensional equation
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    multiasset option
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    dimension
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    parabolic
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    mixed derivative
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    multivariate normal distribution
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    heat equation
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    option on the maximum
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    double barrier
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