Martingales versus PDEs in finance: an equivalence result with examples

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Publication:2725292

DOI10.1239/jap/1014843075zbMath0996.91069OpenAlexW2039511516MaRDI QIDQ2725292

David C. Heath, Martin Schweizer

Publication date: 6 November 2002

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/6c8cbf16b4359fce762ad4798a58d8e3d52f08e8




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