Option pricing impact of alternative continuous-time dynamics
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option pricingBlack and Scholes modeldiscrete \(\Delta\)-volatilitydiscrete time versus continuous timestock-price dynamics
Applications of statistics to actuarial sciences and financial mathematics (62P05) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Microeconomic theory (price theory and economic markets) (91B24)
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