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Q4407997 - MaRDI portal

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scientific article; zbMATH DE number 1944679
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English
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scientific article; zbMATH DE number 1944679

    Statements

    author
    Hélyette Geman
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    publication date
    2001
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    zbMATH Keywords
    stochastic time changes
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    Laplace transform techniques
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    Black-Scholes-Merton setting
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    Asian options
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    Identifiers

    zbMATH DE Number
    1944679
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