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scientific article; zbMATH DE number 5207839
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English | No label defined |
scientific article; zbMATH DE number 5207839 |
Statements
2 November 2007
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stochastic calculus
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financial mathematics
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financial markets
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arbitrage
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Black-Scholes model
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stochastic differential equations
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Itô analysis
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financial options
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numerical methods, Monte Carlo method
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Malliavin calculus
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