Predictable representation of the binomial process and application to options in finance (Q3595572)
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scientific article; zbMATH DE number 5183526
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| English | Predictable representation of the binomial process and application to options in finance |
scientific article; zbMATH DE number 5183526 |
Statements
28 August 2007
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binomial process
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predictable representation
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martingales with discrete parameter
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option
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0.7643756866455078
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0.7386759519577026
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0.7348064184188843
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