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Latest revision as of 18:46, 5 March 2024
scientific article; zbMATH DE number 841285
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 841285 |
Statements
4 February 1996
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option pricing
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continuous time
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partial differential equations
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finance
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Wiener processes
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put-call parity theorem
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Black-Scholes framework
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American options
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European options
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exotic options
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