Valuing fixed price supply contracts (Q1330547)
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scientific article; zbMATH DE number 609656
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuing fixed price supply contracts |
scientific article; zbMATH DE number 609656 |
Statements
Valuing fixed price supply contracts (English)
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21 July 1994
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contingent claims analysis
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Wiener processes
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arbitrary
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Itô's lemma
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approximating lattices
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stochastic dynamic programming
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switching production rates
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