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    Statements

    author
    Ubbo F. Wiersema
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    publication date
    25 June 2008
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    zbMATH Keywords
    Brownian motion
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    martingales
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    Itô calculus
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    stochastic differential equations
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    financial derivatives
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    Identifiers

    Mathematics Subject Classification ID
    60-01
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    60Jxx
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    65Hxx
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    zbMATH DE Number
    5292585
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