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Journal of Mathematical Analysis and Applications 2019 / 5

A semigroup approach to generalized Black-Scholes type equations in incomplete markets

Bufalo, Michele, Mininni, Rosa Maria, Romanelli, Silvia
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Language:
english
Journal:
Journal of Mathematical Analysis and Applications
DOI:
10.1016/j.jmaa.2019.05.008
Date:
May, 2019
File:
PDF, 553 KB
english, 2019
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