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scientific article; zbMATH DE number 1069620
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| English | No label defined |
scientific article; zbMATH DE number 1069620 |
Statements
12 October 1998
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viscosity solutions
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nonlinear parabolic equations
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monotone schemes
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nonlinear degenerate elliptic equations
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American options
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lookback options
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Asian options
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weak solutions
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splitting methods
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convergence
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0.879779040813446
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0.8192091584205627
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0.8074174523353577
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