A nonlinear partial integro-differential equation from mathematical finance (Q977915)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonlinear partial integro-differential equation from mathematical finance |
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A nonlinear partial integro-differential equation from mathematical finance (English)
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23 June 2010
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analysis of PDE's
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nonlinear parabolic partial integro-differential equation
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short-time existence
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fixed point methods
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local and stochastic volatility models
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calibration of vanillas
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