Continuous and discrete models in finance, in particular for stochastic interest rates
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Bibliographic InfoArticle provided by Springer in its journal Rivista di Matematica per le Scienze Economiche e Sociali.
Volume (Year): 17 (1994)
Issue (Month): 2 (September)
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Web page: http://link.springer.de/link/service/journals/10203/index.htm
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- Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-54, May-June.
- Alexander Kaplun, 2010. "Continuous time Ehrenfest process in term structure modelling," Papers 1003.6042, arXiv.org.
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