A Stochastic Control Approach to the Pricing of Options (Q3487095): Difference between revisions
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Revision as of 12:29, 5 March 2024
scientific article
Language | Label | Description | Also known as |
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English | A Stochastic Control Approach to the Pricing of Options |
scientific article |
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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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