Pages that link to "Item:Q2518299"
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The following pages link to On a degenerate parabolic equation arising in pricing of Asian options (Q2518299):
Displaying 6 items.
- The stochastic solution to a Cauchy problem for degenerate parabolic equations (Q517967) (← links)
- A continuous dependence result for ultraparabolic equations in option pricing (Q2381921) (← links)
- Wellposedness of the boundary value formulation of a fixed strike Asian option (Q2570098) (← links)
- Existence of a fundamental solution of partial differential equations associated to Asian options (Q2665499) (← links)
- Essentially exact asymptotic solutions for Asian derivatives (Q2888863) (← links)
- SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS (Q4798871) (← links)