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Stochastic Calculus for Option Pricing with Convex Duality, Logistic Model, and Numerical Examination

Fuente: arXiv

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Détails bibliographiques
Auteur principal:	Cao, Zheng
Format:	Preprint
Publié:	2024
Sujets:	Computational Finance Probability 60H15
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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