scientific article; zbMATH DE number 1827981
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Publication:4781784
zbMATH Open1025.91014MaRDI QIDQ4781784
Publication date: 6 February 2003
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Martingales with continuous parameter (60G44) Derivative securities (option pricing, hedging, etc.) (91G20)
Related Items (2)
PDE and martingale methods in option pricing. ⋮ A variation of the Azéma martingale and drawdown options
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