Wellposedness of the boundary value formulation of a fixed strike Asian option-Reference-Cited by-同舟云学术

Wellposedness of the boundary value formulation of a fixed strike Asian option

Published:2006-01 Issue:2 Volume:185 Page:460-481
ISSN:0377-0427
Container-title:Journal of Computational and Applied Mathematics
language:en
Short-container-title:Journal of Computational and Applied Mathematics

Author:

Hugger Jens

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference13 articles.

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4. Sulle equazioni differenziali lineari ellittico-paraboliche del secondo ordine;Fichera;Atti Accad. Naz. Lincei. Mem. Cl. Sci. Fis. Mat. Nat. Sez. I (8),1956

5. Hypoelliptic second order differential equations;Hörmander;Acta Math.,1967

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