An initial-boundary value problem for parabolic Monge-Ampère equation in mathematical finance (Q335038)

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An initial-boundary value problem for parabolic Monge-Ampère equation in mathematical finance
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    An initial-boundary value problem for parabolic Monge-Ampère equation in mathematical finance (English)
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    2 November 2016
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    initial-boundary value problem
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    parabolic Monge-Ampère equation
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    strong convex monotonic function
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