A SIMPLE TIME-CONSISTENT MODEL FOR THE FORWARD DENSITY PROCESS (Q5411745)

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scientific article; zbMATH DE number 6288162
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A SIMPLE TIME-CONSISTENT MODEL FOR THE FORWARD DENSITY PROCESS
scientific article; zbMATH DE number 6288162

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    A SIMPLE TIME-CONSISTENT MODEL FOR THE FORWARD DENSITY PROCESS (English)
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    25 April 2014
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    option pricing
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    mixture models
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