A pricing option approach based on backward stochastic differential equation theory (Q2321651)

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A pricing option approach based on backward stochastic differential equation theory
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    A pricing option approach based on backward stochastic differential equation theory (English)
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    23 August 2019
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    BSDE
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    Black-Scholes model
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    volatility
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    option pricing
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    call option
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    put option
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