On the theory of option pricing
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Publication:760330
zbMath0554.90019MaRDI QIDQ760330
Publication date: 1984
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
perturbation techniquesBrownian motionportfolio theoryfinancial economicsdrift transformationKunita-Watanabe representations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Optimal stopping in statistics (62L15) Portfolio theory (91G10)
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