A semigroup approach to generalized Black-Scholes type equations in incomplete markets (Q2315047)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A semigroup approach to generalized Black-Scholes type equations in incomplete markets |
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A semigroup approach to generalized Black-Scholes type equations in incomplete markets (English)
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31 July 2019
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option pricing
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indifference price
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partial differential equations
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\((C_0)\) semigroups
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approximate pricing formula
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numerical tests
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