Some problems related to the Black-Scholes type security markets (Q3576790)
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scientific article; zbMATH DE number 5763342
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| English | Some problems related to the Black-Scholes type security markets |
scientific article; zbMATH DE number 5763342 |
Statements
Some Problems Related to the Black-Scholes Type Security Markets (English)
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2 August 2010
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Black-Scholes market model
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pricing formula
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completeness
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arbitrage-free
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Itô integral
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backward stochastic differential equation
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0.7671248912811279
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0.7617973685264587
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0.7604002356529236
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0.758278489112854
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