scientific article; zbMATH DE number 5499147
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Publication:5506149
zbMath1178.91200MaRDI QIDQ5506149
Publication date: 28 January 2009
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Numerical methods (including Monte Carlo methods) (91G60) Integral representations of solutions to PDEs (35C15) Derivative securities (option pricing, hedging, etc.) (91G20) Initial-boundary value problems for second-order parabolic systems (35K51)
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