Option price when the stock is a semimartingale (Q1860583)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option price when the stock is a semimartingale |
scientific article |
Statements
Option price when the stock is a semimartingale (English)
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25 February 2003
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Black-Scholes formula
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Meyer-Tanaka formula
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semimartingales
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