Well-posed and ill-posed situations in option pricing problems when the volatility is purely time-dependent (Q2955293)
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scientific article; zbMATH DE number 6677654
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| English | Well-posed and ill-posed situations in option pricing problems when the volatility is purely time-dependent |
scientific article; zbMATH DE number 6677654 |
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Well-posed and ill-posed situations in option pricing problems when the volatility is purely time-dependent (English)
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25 January 2017
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0.9061245
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0.8946647
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0.8910389
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0.8871795
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0.8869821
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0.8818721
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0.8810298
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0.8804414
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