SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS (Q4798871)
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scientific article; zbMATH DE number 1882783
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS |
scientific article; zbMATH DE number 1882783 |
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SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS (English)
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16 March 2003
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ultraparabolic partial differential equations
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hypoelliptic equations
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finite difference methods
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continguent claims valuation
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