Financial Derivatives
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Publication:5701575
DOI10.1017/CBO9780511806643zbMath1079.91021OpenAlexW4246580877MaRDI QIDQ5701575
Publication date: 3 November 2005
Full work available at URL: https://doi.org/10.1017/cbo9780511806643
Brownian motionmartingalespricinginterest rate modelsexotic optionItô calculusfinancial derivativesinterest rate derivativesBlack-Scholes/Merton model
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
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