Applications of eigenfunction expansions in continuous-time finance (Q2707196)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Applications of eigenfunction expansions in continuous-time finance |
scientific article |
Statements
29 March 2001
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European-style options
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yield curve
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eigenfunction expansion
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R. C. Merton
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bankruptcy
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exit boundary
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constant dollar devident
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Applications of eigenfunction expansions in continuous-time finance (English)
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