Arbitrage problems with reflected geometric Brownian motion (Q6181515)
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scientific article; zbMATH DE number 7782837
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage problems with reflected geometric Brownian motion |
scientific article; zbMATH DE number 7782837 |
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Arbitrage problems with reflected geometric Brownian motion (English)
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2 January 2024
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reflected geometric Brownian motion
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arbitrage
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local time
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contingent claim valuation
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