scientific article; zbMATH DE number 5172394
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Publication:5297394
zbMath1136.91015MaRDI QIDQ5297394
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Publication date: 18 July 2007
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Numerical methods (including Monte Carlo methods) (91G60) Microeconomic theory (price theory and economic markets) (91B24) Diffusion processes (60J60) Derivative securities (option pricing, hedging, etc.) (91G20) Continuous-time Markov processes on discrete state spaces (60J27)
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