Option price when the stock is a semimartingale
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Publication:1860583
DOI10.1214/ECP.v7-1049zbMath1008.60057OpenAlexW2074658274MaRDI QIDQ1860583
Publication date: 25 February 2003
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/122489
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