Wellposedness of the boundary value formulation of a fixed strike Asian option (Q2570098)
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scientific article; zbMATH DE number 2217926
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Wellposedness of the boundary value formulation of a fixed strike Asian option |
scientific article; zbMATH DE number 2217926 |
Statements
Wellposedness of the boundary value formulation of a fixed strike Asian option (English)
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26 October 2005
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degenerated parabolic PDEs
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Asian option
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boundary value problem
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well-posedness
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existence
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uniqueness
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0.831799328327179
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0.8212352991104126
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0.7963680028915405
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0.792342483997345
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