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Stochastic Calculus and Financial Applications

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Attention for Chapter 11: The Diffusion Equation
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Chapter title
The Diffusion Equation
Chapter number 11
Book title
Stochastic Calculus and Financial Applications
Published by
Springer, New York, NY, January 2001
DOI 10.1007/978-1-4684-9305-4_11
Book ISBNs
978-1-4419-2862-7, 978-1-4684-9305-4
Authors

J. Michael Steele