Diffusion transformations, Black-Scholes equation and optimal stopping (Q1617159)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diffusion transformations, Black-Scholes equation and optimal stopping |
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Diffusion transformations, Black-Scholes equation and optimal stopping (English)
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7 November 2018
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linear diffusions
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local time
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potential operators
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optimal stopping
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strict local martingales
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financial bubbles
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nonuniqueness of the Cauchy problem
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h-transform
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