Asymptotic expansions for degenerate parabolic equations

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Comptes Rendus. Mathématique, Volume 352 (2014) no. 12 p. 1011-1016

Obstacle problem for Arithmetic Asian options

Laura Monti; Andrea Pascucci

Comptes Rendus. Mathématique, Volume 347 (2009) no. 23 p. 1443-1446