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The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes
Author / Organization: Jean-Philippe Bouchaud, Didier Sornette
| File Format | PDF (Portable Document Format) |
|---|---|
| Publication Year | 1994 |
| Source Host |
HAL Open Science
(hal.science)
|
| License / Terms | Open Access / Creative Commons |
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