Derivative pricing with non-linear Fokker-Planck dynamics
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Publication:1873989
DOI10.1016/S0378-4371(02)01906-4zbMath1057.91041MaRDI QIDQ1873989
Fredrick Michael, Michael D. Johnson
Publication date: 21 May 2003
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-4371(02)01906-4
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