On American Derivatives and Related Obstacle Problems (Q5696869)
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scientific article; zbMATH DE number 2216247
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On American Derivatives and Related Obstacle Problems |
scientific article; zbMATH DE number 2216247 |
Statements
On American Derivatives and Related Obstacle Problems (English)
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19 October 2005
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viscosity solutions
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continuity of free boundary
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exercise regions
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stochastic volatility
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