No label defined (Q5160304)
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scientific article; zbMATH DE number 7416501
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 7416501 |
Statements
28 October 2021
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Black-Scholes-Merton model
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geometric Brownian motion
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risk-neutral valuation
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Asian powered option
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fixed strike
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Taylor expansion
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