Wellposedness of the boundary value formulation of a fixed strike Asian option (Q2570098)
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English | Wellposedness of the boundary value formulation of a fixed strike Asian option |
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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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