Construction of consistent discrete and continuous stochastic models for multiple assets with application to option valuation (Q2389843)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Construction of consistent discrete and continuous stochastic models for multiple assets with application to option valuation |
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Construction of consistent discrete and continuous stochastic models for multiple assets with application to option valuation (English)
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19 July 2009
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stochastic differential equations
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modeling
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Black-Scholes partial differential equation
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mutual fund
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call option
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