Upper and Lower Solutions for Regime-Switching Diffusions with Applications in Financial Mathematics
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Nonlocal and multipoint boundary value problems for ordinary differential equations (34B10) Diffusion processes (60J60) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Derivative securities (option pricing, hedging, etc.) (91G20) Numerical methods (including Monte Carlo methods) (91G60)
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- Discussion on a coupled fixed point theorem for single-valued operators in \(b\)-metric spaces
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