A mathematical model of pricing in a large system of cash bonds (Q3722214)

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A mathematical model of pricing in a large system of cash bonds
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    A mathematical model of pricing in a large system of cash bonds (English)
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    1985
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    cash bonds
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    option pricing
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    compound interest
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    stochastic process
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    'gauge' process
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    martingale
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    pricing of general securities
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    numerical calculation
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