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. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 10.2003, 3, p. 215-228
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