On a degenerate parabolic equation arising in pricing of Asian options (Q2518299)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a degenerate parabolic equation arising in pricing of Asian options |
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On a degenerate parabolic equation arising in pricing of Asian options (English)
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15 January 2009
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Asian options
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degenerate parabolic equation
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regularity of solutions
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one space dimension
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non-smooth boundary condition
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