The forward Kolmogorov equation for two dimensional options (Q2518232)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The forward Kolmogorov equation for two dimensional options |
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The forward Kolmogorov equation for two dimensional options (English)
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15 January 2009
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Kolmogorov equation
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financial mathematics
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option pricing
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finite element methods
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