scientific article; zbMATH DE number 5207839
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Publication:5424044
zbMath1145.91026MaRDI QIDQ5424044
Publication date: 2 November 2007
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Malliavin calculusstochastic differential equationsstochastic calculusBlack-Scholes modelfinancial marketsarbitragefinancial mathematicsfinancial optionsItô analysisnumerical methods, Monte Carlo method
Martingales with continuous parameter (60G44) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Stochastic analysis (60Hxx)
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