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Birkhäuser Black The Interval Market Model In Mathematical Finance

Name: Birkhäuser Black The Interval Market Model In Mathematical Finance
Brand: Birkhäuser
SKU: uxQmu0oVy1Xruu4qux8

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Description

Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance. These theories did away with the standard stochastic geometric diffusion “Samuelson” market model (also known as the Black-Scholes model because it is used in that most famous...