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Existence of a fundamental solution of partial differential equations associated to Asian options - MaRDI portal

Existence of a fundamental solution of partial differential equations associated to Asian options (Q2665499)

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Existence of a fundamental solution of partial differential equations associated to Asian options
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    Existence of a fundamental solution of partial differential equations associated to Asian options (English)
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    19 November 2021
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    partial differential equations
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    option pricing
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    Kolmogorov operator
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