REGULARITY OF A DEGENERATE PARABOLIC EQUATION APPEARING IN VECER'S UNIFIED PRICING OF ASIAN OPTIONS (Q5265565)
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scientific article; zbMATH DE number 6466890
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | REGULARITY OF A DEGENERATE PARABOLIC EQUATION APPEARING IN VECER'S UNIFIED PRICING OF ASIAN OPTIONS |
scientific article; zbMATH DE number 6466890 |
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REGULARITY OF A DEGENERATE PARABOLIC EQUATION APPEARING IN VECER'S UNIFIED PRICING OF ASIAN OPTIONS (English)
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28 July 2015
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Asian options
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degenerate parabolic equation
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regularity of solutions
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