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zbMath1363.91124MaRDI QIDQ2823406

Lu Ye, Guanying Wang

Publication date: 6 October 2016

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

zbMATH Keywords

measure change state price discrete Markov process Ross recovery

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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