A pricing option approach based on backward stochastic differential equation theory (Q2321651)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A pricing option approach based on backward stochastic differential equation theory |
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A pricing option approach based on backward stochastic differential equation theory (English)
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23 August 2019
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BSDE
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Black-Scholes model
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volatility
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option pricing
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call option
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put option
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