scientific article; zbMATH DE number 1971704
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zbMath1081.60524MaRDI QIDQ4421351
Publication date: 2002
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20)
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