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zbMath1363.91105MaRDI QIDQ2824684

Publication date: 6 October 2016

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

zbMATH Keywords

Ornstein-Uhlenbeck process European option dual martingale method

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Diffusion processes (60J60) Derivative securities (option pricing, hedging, etc.) (91G20)

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