Approximating Functional of Local Martingale Under the Lack of Uniqueness of Black-Scholes PDE
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- Erhan Bayraktar & Hao Xing, 2009. "On the uniqueness of classical solutions of Cauchy problems," Papers 0908.1086, arXiv.org, revised Sep 2009.
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- NEP-ALL-2011-02-19 (All new papers)
- NEP-CFN-2011-02-19 (Corporate Finance)
- NEP-CIS-2011-02-19 (Confederation of Independent States)
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