Option pricing formulas under a change of numèraire (Q3298110): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Normal rank
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+Changes of numéraire, changes of probability measure and option pricing
+Normal rank
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+Q4905685
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+Normal rank
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+Martingale methods in financial modelling.
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+Normal rank
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+Stochastic calculus for finance. I: The binomial asset pricing model.
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+Stochastic calculus for finance. II: Continuous-time models.
+Normal rank