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Publication:3534751
zbMath1153.60381MaRDI QIDQ3534751
Publication date: 4 November 2008
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Laplace transformsdiffusionstransition densitiesfirst-passage timessquared Bessel processesbarrier optionsreal-world pricingrebatesminimal market model
Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Derivative securities (option pricing, hedging, etc.) (91G20) Laplace transform (44A10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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