Wellposedness of the boundary value formulation of a fixed strike Asian option (Q2570098)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wellposedness of the boundary value formulation of a fixed strike Asian option |
scientific article |
Statements
Wellposedness of the boundary value formulation of a fixed strike Asian option (English)
0 references
26 October 2005
0 references
degenerated parabolic PDEs
0 references
Asian option
0 references
boundary value problem
0 references
well-posedness
0 references
existence
0 references
uniqueness
0 references
