An Overview of Viscosity Solutions of Path-Dependent PDEs (Q5374169)
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scientific article; zbMATH DE number 6857336
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Overview of Viscosity Solutions of Path-Dependent PDEs |
scientific article; zbMATH DE number 6857336 |
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An Overview of Viscosity Solutions of Path-Dependent PDEs (English)
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9 April 2018
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path-dependent PDEs
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viscosity solutions
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optimal stopping
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