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Finding the nonnegative minimal solutions of Cauchy PDEs in a volatility-stabilized market

Fuente: arXiv

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Bibliographic Details
Main Authors:	Yang, Nicole Tianjiao, Ichiba, Tomoyuki
Format:	Preprint
Published:	2024
Subjects:	Computational Finance Probability Mathematical Finance 60H10, 91G10
Online Access:	Acceder al recurso
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