No label defined (Q4583455)
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scientific article; zbMATH DE number 6929693
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6929693 |
Statements
30 August 2018
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discrete asset model
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Monte Carlo
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geometric fractional Brownian motion
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Malliavin calculus
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Euler-Maruyama scheme
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Black-Scholes model
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