scientific article; zbMATH DE number 845007
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Publication:4865494
zbMath0847.60001MaRDI QIDQ4865494
Bernard Lapeyre, Damien Lamberton
Publication date: 14 February 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
equivalent martingale measurestochastic differential equationsAmerican optionstrading strategiesBlack-Scholes formulaGirsanov transformationfinancial mathematicsEuropean call option
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
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