An option pricing problem with the underlying stock paying dividends (Q1377185)
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scientific article; zbMATH DE number 1112218
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An option pricing problem with the underlying stock paying dividends |
scientific article; zbMATH DE number 1112218 |
Statements
An option pricing problem with the underlying stock paying dividends (English)
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4 February 1998
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pricing
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European call options
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series of partial differential equations
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stochastic differential equation
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