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Publication:3597748
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zbMATH Open1153.91563MaRDI QIDQ3597748

Author name not available (Why is that?)

Publication date: 9 February 2009



Title of this publication is not available (Why is that?)


zbMATH Keywords

stochastic processesfinancial marketseconophysicsoption pricing modelBlack Scholes model


Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20)



Related Items (4)

A general framework for hedging and speculating with options ⋮ General Arbitrage Pricing Model: III – Possibility Approach ⋮ On a generalized Cox-Ross-Rubinstein option market model ⋮ Generalization of an integral option






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