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This work is focused on the solvability of initial-boundary value problemsfor degenerate parabolic partial differential equations that arise in thepricing of Asian options, and on the investigation of differential and certainqualitative properties of solutions of such equations. The generalizedsolvability for such models with degeneracy at the boundaries is proven byemploying solutions obtained from finite difference numerical schemes.Furthermore, the regularity of such solutions is studied.

Existence & Regularity of Weak Solutions of Degenerate Parabolic PDE Models for the Pricing of Security Derivatives