Initial boundary value problem of an equation from mathematical finance (Q295950)

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scientific article; zbMATH DE number 6593209
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    Initial boundary value problem of an equation from mathematical finance
    scientific article; zbMATH DE number 6593209

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      Initial boundary value problem of an equation from mathematical finance (English)
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      14 June 2016
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      mathematical finance
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      Oleinik rules
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      partial boundary condition
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      entropy solution
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      Kruzkov's double variables method
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