scientific article; zbMATH DE number 1849971
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Publication:4787536
zbMath1113.91025MaRDI QIDQ4787536
Publication date: 7 January 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
option pricingMonte Carlo simulationexotic optionsValue at RiskBlack-Scholes option pricing formulaEuropean call optionsgeometric Brownian motion modelvolatility parameterarbitrage theoremConditional Value at Risk
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