Transition probability functions for martingale laws of bond prices. (Q1413276)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transition probability functions for martingale laws of bond prices. |
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Transition probability functions for martingale laws of bond prices. (English)
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16 November 2003
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European options
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It\(\hat o\) calculus
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Numéraire
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Stochastic differential equations
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Green's function
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