Pricing measures, forward measures and semigroups (Q3404098)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing measures, forward measures and semigroups |
scientific article |
Statements
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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