Positive solutions of a Dirichlet problem for a stationary nonlinear Black-Scholes equation (Q838065)

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Positive solutions of a Dirichlet problem for a stationary nonlinear Black-Scholes equation
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    Positive solutions of a Dirichlet problem for a stationary nonlinear Black-Scholes equation (English)
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    21 August 2009
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    Black-Scholes equation
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    stochastic volatility
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    stationary solutions
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    upper and lower solutions
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    existence and localization
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