scientific article; zbMATH DE number 1295003

MaRDI QIDQ4247927zbMATH OpenFDO

Authors Jesper Andreasen, Bjarke Jensen, Rolf Poulsen

Publication date 16 August 1999

zbMATH Keywords

Black-Scholes formulafinancial mathematicsmartingale measuresvaluation techniques

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)

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