On parabolic equations with gauge function term and applications to the multidimensional Leland equation
Year of publication: |
2003
|
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Authors: | Kampen, Jörg ; Avellaneda, Marco |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 10.2003, 3, p. 215-228
|
Subject: | Schätztheorie | Estimation theory |
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