Value function regularity in option pricing problems under a pure jump model (Q1678504)
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scientific article; zbMATH DE number 6808427
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Value function regularity in option pricing problems under a pure jump model |
scientific article; zbMATH DE number 6808427 |
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Value function regularity in option pricing problems under a pure jump model (English)
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17 November 2017
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option price
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fractional Laplace operator
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partial integro-differential operator
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regularity
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