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zbMath1289.91173MaRDI QIDQ2858850

Daheng Peng

Publication date: 19 November 2013

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

quadratic approximation fast diffusion perpetual American put

Mathematics Subject Classification ID

Diffusion processes (60J60) Derivative securities (option pricing, hedging, etc.) (91G20) Martingales and classical analysis (60G46)

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