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zbMath1199.91064MaRDI QIDQ3641938

Dan Zhu, Xiang-Qun Yang

Publication date: 11 November 2009

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

zbMATH Keywords

options stochastic interest Girsanov's theorem risk-neutral valuation convertible bond

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Derivative securities (option pricing, hedging, etc.) (91G20)

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