On non-uniqueness of solutions to degenerate parabolic equations in the context of option pricing in the Heston model

Fuente: arXiv

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Bibliographic Details
Main Author:	Boyko, Ruslan R.
Format:	Preprint
Published:	2025
Subjects:	Analysis of PDEs Mathematical Finance 35K65 35G16 35A02
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2511.11288