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scientific article; zbMATH DE number 841285
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scientific article; zbMATH DE number 841285

    Statements

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    4 February 1996
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    option pricing
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    continuous time
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    partial differential equations
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    finance
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    Wiener processes
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    put-call parity theorem
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    Black-Scholes framework
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    American options
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    European options
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    exotic options
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