scientific article; zbMATH DE number 1536105
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Publication:4516328
zbMath0964.91024MaRDI QIDQ4516328
Publication date: 28 November 2000
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Markov processstochastic processBlack-Scholes modelbinomial distributiongeometric Brownian motionRiemann sumde Moivre-Laplace theoremWiener walkoption princingCox-Ross-Rubinstein model
Stochastic models in economics (91B70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Microeconomic theory (price theory and economic markets) (91B24) Trade models (91B60) Derivative securities (option pricing, hedging, etc.) (91G20)
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