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scientific article; zbMATH DE number 5043214
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 5043214 |
Statements
2 August 2006
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optimal stopping
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martingales
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Markov chains
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Brownian motion
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stochastic integration
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Girsanov transformation
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Black-Scholes formula
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