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scientific article; zbMATH DE number 7703284
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 7703284 |
Statements
27 June 2023
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mathematical analysis
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American options
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convexity
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monotonicity in the volatility
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robustness
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optimal stopping
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parabolic equations
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free boundary problems
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volatility
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Russian options
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game options
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excessive functions
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superreplication
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smooth fit
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