Generalisation of Black-Scholes model (Q3607003)
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scientific article; zbMATH DE number 5521097
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| English | Generalisation of Black-Scholes model |
scientific article; zbMATH DE number 5521097 |
Statements
28 February 2009
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option
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minimal hedge
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random processes with independent increments
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0.7868268489837646
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0.7863308787345886
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0.7771439552307129
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