Financial Derivatives and Partial Differential Equations

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DOI10.2307/2695763zbMath1117.91029OpenAlexW4239876032MaRDI QIDQ4417693

Robert Almgren

Publication date: 29 July 2003

Full work available at URL: https://doi.org/10.2307/2695763

zbMATH Keywords

partial differential equations option Black-Scholes equation European Option

Mathematics Subject Classification ID

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