scientific article; zbMATH DE number 1393004
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American optionsarbitrageasset pricesBlack-Scholes formulacontinuous semimartingalescontinuous-time modelsoption pricingRussian optionssemimartingalesstochastic integration
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stopping times; optimal stopping problems; gambling theory (60G40) Applications of statistics to actuarial sciences and financial mathematics (62P05) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Derivative securities (option pricing, hedging, etc.) (91G20)
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