Pricing Risky Options Simply (Q4216097): Difference between revisions
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Property / author: Erik Aurell / rank | |||
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Property / author: Erik Aurell / rank | |||
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Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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Property / cites work: The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes / rank | |||
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Latest revision as of 15:57, 28 May 2024
scientific article; zbMATH DE number 1213253
Language | Label | Description | Also known as |
---|---|---|---|
English | Pricing Risky Options Simply |
scientific article; zbMATH DE number 1213253 |
Statements
Pricing Risky Options Simply (English)
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22 November 1998
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pseudo-Markov process
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option pricing
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heding
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Black-Scholes
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Polish options
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