Analysis of an Inverse First Passage Problem from Risk Management (Q3440232)

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scientific article; zbMATH DE number 5155708
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    Analysis of an Inverse First Passage Problem from Risk Management
    scientific article; zbMATH DE number 5155708

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      Analysis of an Inverse First Passage Problem from Risk Management (English)
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      22 May 2007
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      free boundary problems
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      mathematical finance
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      first passage problem
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      boundary crossing
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      inverse problem
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