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scientific article; zbMATH DE number 1836445
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scientific article; zbMATH DE number 1836445

    Statements

    author
    Leonard C. MacLean
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    Michael E. Foster
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    William T. Ziemba
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    publication date
    24 April 2003
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    zbMATH Keywords
    price distribution
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    geometric Brownian motion
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    estimates of parameters
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    truncation estimator
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    Identifiers

    zbMATH DE Number
    1836445
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