Option pricing in the presence of random arbitrage return (Q3636741)
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scientific article; zbMATH DE number 5571415
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| default for all languages | No label defined |
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| English | Option pricing in the presence of random arbitrage return |
scientific article; zbMATH DE number 5571415 |
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Option pricing in the presence of random arbitrage return (English)
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29 June 2009
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option pricing
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random arbitrage return
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stochastic PDEs
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finite element methods
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0.7721746563911438
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0.7705346941947937
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0.7595853209495544
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