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scientific article; zbMATH DE number 7365590
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scientific article; zbMATH DE number 7365590

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    1 July 2021
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    options pricing
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    Black-Scholes model
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    Sircar-Papanicolaou model
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    Schönbucher-Wilmott model
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    illiquid market
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    stochastic process
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    partial differential equation
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    initial boundary value problem
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