Bubbles, convexity and the Black-Scholes equation (Q835063): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bubbles, convexity and the Black-Scholes equation |
scientific article |
Statements
Bubbles, convexity and the Black-Scholes equation (English)
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27 August 2009
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parabolic equations
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stochastic representation
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preservation of convexity
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local martingales
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