Publication:2763689
From MaRDI portal
zbMath0989.91002MaRDI QIDQ2763689
Publication date: 22 January 2002
American options; Asian options; European options; foreign exchange rate; Black-Scholes paradigm; discrete and continuous stochastic engines; dynamic stochastic process
91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance
91B64: Macroeconomic theory (monetary models, models of taxation)
91Gxx: Actuarial science and mathematical finance
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