Publication:5506195
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zbMath1154.91466MaRDI QIDQ5506195
Marek Musiela, Thaleia Zariphopoulou
Publication date: 28 January 2009
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H30: Applications of stochastic analysis (to PDEs, etc.)
91G10: Portfolio theory
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