Exact solutions of a model for asset prices by K. Takaoka (Q853866): Difference between revisions

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Latest revision as of 23:18, 24 June 2024

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Exact solutions of a model for asset prices by K. Takaoka
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    Exact solutions of a model for asset prices by K. Takaoka (English)
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    17 November 2006
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    extension of the Black-Scholes model
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    partial differential equation
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    exact pricing formula
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