Nonlinear Parabolic Equations Arising in Mathematical Finance (Q4626488)

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scientific article; zbMATH DE number 7030691
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    Nonlinear Parabolic Equations Arising in Mathematical Finance
    scientific article; zbMATH DE number 7030691

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      Nonlinear Parabolic Equations Arising in Mathematical Finance (English)
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      28 February 2019
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      nonlinear parabolic equations
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      stochastic dynamic portfolio optimization
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      Black-Scholes theory extension
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