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scientific article; zbMATH DE number 1222789
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scientific article; zbMATH DE number 1222789

    Statements

    author
    Marc Yor
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    Marc Chesney
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    Hélyette Geman
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    publication date
    14 February 1999
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    zbMATH Keywords
    valuation
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    geometric Brownian motion
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    Laplace transform
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    option price
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    Identifiers

    zbMATH DE Number
    1222789
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