Pricing measures, forward measures and semigroups (Q3404098)
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scientific article; zbMATH DE number 5667267
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| English | Pricing measures, forward measures and semigroups |
scientific article; zbMATH DE number 5667267 |
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Pricing measures, forward measures and semigroups (English)
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5 February 2010
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arbitrage pricing
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derivatives pricing
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Markov processes
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jump-diffusion processes
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0.7348166704177856
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0.7347826957702637
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0.7347826957702637
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0.727893590927124
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0.7239665985107422
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