Continuous and discrete models in finance, in particular for stochastic interest rates
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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 637-654, May-June.
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- Alexander Kaplun, 2010. "Continuous time Ehrenfest process in term structure modelling," Papers 1003.6042, arXiv.org.
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