On a degenerate parabolic equation arising in pricing of Asian options (Q2518299)
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scientific article; zbMATH DE number 5492810
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | On a degenerate parabolic equation arising in pricing of Asian options |
scientific article; zbMATH DE number 5492810 |
Statements
On a degenerate parabolic equation arising in pricing of Asian options (English)
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15 January 2009
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Asian options
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degenerate parabolic equation
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regularity of solutions
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one space dimension
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non-smooth boundary condition
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0.902031660079956
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0.8715399503707886
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0.8212352991104126
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0.8051130175590515
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0.7988357543945312
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