Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
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On the Representations of Generating Trading Strategy for Contingent Claims in Multidimensional Diffusion Model

  • Published : 1998.03.01

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Abstract

Keywords

References

  1. J. Political Economy v.81 The pricing of options and corporate liabilities F. Black;M. Scholes
  2. Point processes and queues P. Bremaud
  3. Arbitrage pricing of contingent claims S. Muller