From Black-Scholes and Dupire formulae to last passage times of local martingales. Part A : The infinite time horizon (Q6209747)
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scientific article; zbMATH DE number 900050849
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| English | From Black-Scholes and Dupire formulae to last passage times of local martingales. Part A : The infinite time horizon |
scientific article; zbMATH DE number 900050849 |
Statements
2 June 2008
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q-fin.CP
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math.PR
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