On a semilinear Black and Scholes partial differential equation for valuing American options. Part 1. Viscosity solutions and well-posedness
by Fred E. Benth, Kenneth H. Karlsen, and Kristin Reikvam
Bok Engelsk 2001 Fred Espen Benth
| Utgitt | Trondheim : Norges teknisk-naturvitenskapelige universitet , [2001]
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| Omfang | 25 s.
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| Emner |
