A theory of non‐Gaussian option pricing (Q4646812)
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scientific article; zbMATH DE number 7001552
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A theory of non‐Gaussian option pricing |
scientific article; zbMATH DE number 7001552 |
Statements
A theory of non‐Gaussian option pricing (English)
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14 January 2019
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non-Gaussian option pricing
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nonlinear Fokker-Planck equation
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Black-Scholes differential equation
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