Singular risk-neutral valuation equations
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KeywordsDegenerate integro-differential equations; Viscosity solutions; Asian options; Stochastic volatility; Jump-diffusion; C02; G12; 35D05; 35K65; 60H15; 60H30; 60J75;
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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