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scientific article; zbMATH DE number 5043214
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scientific article; zbMATH DE number 5043214

    Statements

    author
    Gregory F. Lawler
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    publication date
    2 August 2006
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    zbMATH Keywords
    optimal stopping
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    martingales
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    Markov chains
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    Brownian motion
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    stochastic integration
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    Girsanov transformation
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    Black-Scholes formula
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    Identifiers

    zbMATH DE Number
    5043214
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