Singular risk-neutral valuation equations (Q1761441)
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scientific article; zbMATH DE number 6106806
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular risk-neutral valuation equations |
scientific article; zbMATH DE number 6106806 |
Statements
Singular risk-neutral valuation equations (English)
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15 November 2012
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degenerate integro-differential equations
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viscosity solutions
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Asian options
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stochastic volatility
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jump-diffusion
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