An approximation scheme for Black-Scholes equations with delays (Q601061)
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scientific article; zbMATH DE number 5809965
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An approximation scheme for Black-Scholes equations with delays |
scientific article; zbMATH DE number 5809965 |
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An approximation scheme for Black-Scholes equations with delays (English)
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3 November 2010
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Black-Scholes equation
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finite difference
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stochastic functional differential equations
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viscosity solutions
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