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Q3714859 - MaRDI portal

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scientific article
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English
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scientific article

    Statements

    author
    William A. Brock
    0 references
    Michael Rothschild
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    publication date
    1986
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    zbMATH Keywords
    stopping time
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    real valued stochastic process
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    intrinsic value of an asset
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    market value
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    diffusions
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    discrete time processes
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    Identifiers

    zbMATH DE Number
    3943511
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