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Latest revision as of 17:00, 5 March 2024
scientific article; zbMATH DE number 1373207
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1373207 |
Statements
2 December 1999
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option pricing
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arbitrage theorem
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Black-Scholes option pricing formula
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Monte Carlo simulation
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exotic options
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geometric Brownian motion model
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