ARBITRAGE-FREE OPTION PRICING MODELS
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Publication:3644365
DOI10.1017/S144678870900007XzbMath1175.91173MaRDI QIDQ3644365
Publication date: 4 November 2009
Published in: Journal of the Australian Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s144678870900007x
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
91G80: Financial applications of other theories
91G20: Derivative securities (option pricing, hedging, etc.)
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Cites Work