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~isPartOf:"Statistical Inference for Stochastic Processes"
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continuous time finance
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derivatives pricing
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Statistical Inference for Stochastic Processes
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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A Convenient Way to Characterize Equivalent Martingale Measures in Incomplete Markets
Melenberg, Bertrand
;
Werker, Bas
- In:
Statistical Inference for Stochastic Processes
2
(
1999
)
1
,
pp. 11-30
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