Some Problems Related to the Black-Scholes Type Security Markets (Q3576790)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some Problems Related to the Black-Scholes Type Security Markets |
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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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