A dual martingale method for the option pricing of the stock prices following the O-U process (Q2824684)
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scientific article; zbMATH DE number 6635218
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A dual martingale method for the option pricing of the stock prices following the O-U process |
scientific article; zbMATH DE number 6635218 |
Statements
6 October 2016
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Ornstein-Uhlenbeck process
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European option
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dual martingale method
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A dual martingale method for the option pricing of the stock prices following the O-U process (English)
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