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scientific article; zbMATH DE number 852302
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 852302 |
Statements
17 April 1996
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option pricing
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Black-Scholes formula
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free boundary problem
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variational inequalities
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constrained viscosity solutions
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transaction costs
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stochastic control
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optimal stopping
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