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scientific article
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scientific article

    Statements

    publication date
    17 May 2010
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    Mathematics Subject Classification ID
    91-02
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    91Gxx
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    91B25
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    zbMATH DE Number
    5708792
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    zbMATH Keywords
    change of numeraire
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    binomial models
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    diffusion models
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    interest rate contracts
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    barrier
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    lookback
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    American and Asian options
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    jump models
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    author
    Jan Večeř
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