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