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scientific article; zbMATH DE number 5014850
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    scientific article; zbMATH DE number 5014850

      Statements

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      23 March 2006
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      Markov process
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      diffusion process
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      stochastic differential equations
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      uniformly finite expectations
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      uniform Novikov conditions
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      statistical information measures
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      exponential properties of diffusion processes
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      arbitrage and contingent claim pricing
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      European contingent claims
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