About the Pricing Equations in Finance (Q3061146)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | About the Pricing Equations in Finance |
scientific article |
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About the Pricing Equations in Finance (English)
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14 December 2010
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backward stochastic differential equations
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PIDE
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PDE
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jump-diffusion
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well-posedness
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variational inequality
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viscosity solution
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comparison principle
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approximation schemes
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