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scientific article; zbMATH DE number 1911488
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scientific article; zbMATH DE number 1911488

    Statements

    author
    Shuguang Zhang
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    Li-Jun Wang
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    publication date
    15 May 2003
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    zbMATH Keywords
    reset option
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    arbitrage theory
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    multivariable normal distribution
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    Identifiers

    Mathematics Subject Classification ID
    60G44
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    60H05
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    93E20
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    zbMATH DE Number
    1911488
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