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Publication:2752030
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zbMath1017.91044MaRDI QIDQ2752030

Lawrence A. Shepp, Xin Guo

Publication date: 21 October 2001


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

option pricinginformationarbitrageBlack-Scholes


Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Derivative securities (option pricing, hedging, etc.) (91G20)





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