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Statements
16 February 2011
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exotic option pricing
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Black-Scholes economy
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fundamental theorem of asset pricing
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equivalent martingale measure
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Gaussian random variable
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Brownian motion
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stochastic differential equation
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Itô calculus
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Mellin transform
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method of images
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stock price
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bond
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binary option
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rainbow option
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barrier option
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lookback option
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Asian option
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binomial tree-based pricing
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