The effects of changing margin levels on futures options price (Q2461310): Difference between revisions

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+Q4224351
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+Adapted solution of a backward stochastic differential equation
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+The Pricing of Options and Corporate Liabilities
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+Choquet expectation and Peng's \(g\)-expectation
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+Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
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+On the robustness of backward stochastic differential equations.
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+Option pricing: A simplified approach
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