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scientific article; zbMATH DE number 1827981

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Publication:4781784
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zbMATH Open1025.91014MaRDI QIDQ4781784

Jia-An Yan

Publication date: 6 February 2003



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


zbMATH Keywords

martingale theoryoption pricing theory


Mathematics Subject Classification ID

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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