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scientific article; zbMATH DE number 1897416

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Publication:4802411
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zbMath1023.91023MaRDI QIDQ4802411

Xin Guo

Publication date: 27 April 2003


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

zbMATH Keywords

Brownian motionincomplete marketoption pricingjump discontinuities


Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Financial applications of other theories (91G80) Continuous-time Markov processes on discrete state spaces (60J27) Portfolio theory (91G10)





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