A continuous dependence result for ultraparabolic equations in option pricing (Q2381921)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A continuous dependence result for ultraparabolic equations in option pricing |
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A continuous dependence result for ultraparabolic equations in option pricing (English)
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26 September 2007
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Kolmogorov equation
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ultraparabolic equation
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option pricing
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continuous dependence
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