Option price when the stock is a semimartingale (Q1860583)
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scientific article; zbMATH DE number 1873759
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option price when the stock is a semimartingale |
scientific article; zbMATH DE number 1873759 |
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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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0.85375446
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0.83888656
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0.8343156
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0.83105826
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