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The generalized Cauchy problem for the price of an American put option. - MaRDI portal

The generalized Cauchy problem for the price of an American put option. (Q2782707)

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scientific article; zbMATH DE number 1725399
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The generalized Cauchy problem for the price of an American put option.
scientific article; zbMATH DE number 1725399

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    8 April 2002
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    The generalized Cauchy problem for the price of an American put option. (English)
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