An integration by parts type formula for stopping times and its application (Q1707041)
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scientific article; zbMATH DE number 6854244
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An integration by parts type formula for stopping times and its application |
scientific article; zbMATH DE number 6854244 |
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An integration by parts type formula for stopping times and its application (English)
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28 March 2018
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integration by parts
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stopping time
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American option
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stochastic differential equation
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greeks
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