Regularity of a degenerate parabolic equation appearing in Vecer's unified pricing of Asian options (Q5265565)
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scientific article; zbMATH DE number 6466890
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| default for all languages | No label defined |
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| English | Regularity of a degenerate parabolic equation appearing in Vecer's unified pricing of Asian options |
scientific article; zbMATH DE number 6466890 |
Statements
REGULARITY OF A DEGENERATE PARABOLIC EQUATION APPEARING IN VECER'S UNIFIED PRICING OF ASIAN OPTIONS (English)
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28 July 2015
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Asian options
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degenerate parabolic equation
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regularity of solutions
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0.902031660079956
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0.8164486289024353
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0.7855417728424072
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0.7635235786437988
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0.7624616622924805
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