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zbMath1150.91377MaRDI QIDQ3513645

Shaorong Liu, Xiang-Qun Yang

Publication date: 6 August 2008

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

zbMATH Keywords

Girsanov's theory

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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