scientific article; zbMATH DE number 6932973
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Publication:4585259
Derivative securities (option pricing, hedging, etc.) (91G20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Solutions to PDEs in closed form (35C05) Series solutions to PDEs (35C10) Second-order parabolic equations (35K10) Fractional partial differential equations (35R11)
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