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Statistical mechanics of financial markets: exponential modifications to Black-Scholes. - MaRDI portal

Statistical mechanics of financial markets: exponential modifications to Black-Scholes. (Q1597172)

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scientific article; zbMATH DE number 1737843
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Statistical mechanics of financial markets: exponential modifications to Black-Scholes.
scientific article; zbMATH DE number 1737843

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    Statistical mechanics of financial markets: exponential modifications to Black-Scholes. (English)
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    5 May 2002
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