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Latest revision as of 17:46, 5 March 2024
scientific article; zbMATH DE number 845007
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English | No label defined |
scientific article; zbMATH DE number 845007 |
Statements
14 February 1996
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financial mathematics
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trading strategies
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equivalent martingale measure
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stochastic differential equations
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Girsanov transformation
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Black-Scholes formula
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European call option
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American options
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