A Stochastic Control Approach to the Pricing of Options (Q3487095): Difference between revisions

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Latest revision as of 21:51, 19 March 2024

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A Stochastic Control Approach to the Pricing of Options
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    A Stochastic Control Approach to the Pricing of Options (English)
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    1990
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    evolution of stock price
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    call option
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    Black-Scholes equation
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