Applications of eigenfunction expansions in continuous-time finance (Q2707196)
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scientific article; zbMATH DE number 1582922
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| English | Applications of eigenfunction expansions in continuous-time finance |
scientific article; zbMATH DE number 1582922 |
Statements
29 March 2001
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European-style options
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yield curve
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eigenfunction expansion
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R. C. Merton
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bankruptcy
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exit boundary
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constant dollar devident
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Applications of eigenfunction expansions in continuous-time finance (English)
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0.8039463758468628
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0.7517625689506531
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0.7360075116157532
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0.7308031320571899
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0.7302743196487427
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