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scientific article; zbMATH DE number 1069623
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1069623 |
Statements
1 October 1997
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Black-Scholes model
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diffusion models
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volatilities
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asymptotic estimations
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out-of-the-money contingent claims
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Monte Carlo simulations
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well conditioned nonlinear PDEs
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