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zbMath1199.91223MaRDI QIDQ3404706

Zhiming Jin, Lei Wang

Publication date: 12 February 2010

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

zbMATH Keywords

free boundary problem incomplete market Poisson jump game option

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Free boundary problems for PDEs (35R35)

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