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Latest revision as of 18:06, 5 March 2024
scientific article; zbMATH DE number 1393004
Language | Label | Description | Also known as |
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English | No label defined |
scientific article; zbMATH DE number 1393004 |
Statements
25 January 2000
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Black-Scholes formula
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American options
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Russian options
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option pricing
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continuous-time models
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asset prices
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continuous semimartingales
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stochastic integration
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semimartingales
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arbitrage
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