Simplest differential equation of stock price, its solution and relation to assumption of Black-Scholes model (Q1888906)
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scientific article; zbMATH DE number 2119886
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| English | Simplest differential equation of stock price, its solution and relation to assumption of Black-Scholes model |
scientific article; zbMATH DE number 2119886 |
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Simplest differential equation of stock price, its solution and relation to assumption of Black-Scholes model (English)
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29 November 2004
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option pricing
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probability and certainty
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0.8851792
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0.8513536
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0.84740484
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0.84352744
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0.8429137
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0.84228694
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0.84005815
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0.8398468
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0.83872473
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