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scientific article; zbMATH DE number 912566
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scientific article; zbMATH DE number 912566

    Statements

    author
    Michel Crouhy
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    Dan Galai
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    Alain Bensoussan
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    publication date
    19 January 1997
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    Mathematics Subject Classification ID
    91B28
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    91B62
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    91B38
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    zbMATH DE Number
    912566
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    zbMATH Keywords
    equity volatility
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    Black-Scholes model
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