Impacted
发表于 2025-3-21 19:31:25
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有罪
发表于 2025-3-21 23:25:26
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Musculoskeletal
发表于 2025-3-22 01:39:18
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MURAL
发表于 2025-3-22 06:54:06
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飞行员
发表于 2025-3-22 10:59:50
Discrete Approximations,w, in part, the work of Merton and Samuelson as presented in the book by (Merton, 1990), and, also we follow the treatment of the binomial option pricing formula introduced in (Duffie, 1992) for the purpose of working out numerical approximations.
deceive
发表于 2025-3-22 15:15:37
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arsenal
发表于 2025-3-22 18:23:14
Stochastic Differential Equations,In this chapter, we consider the stochastic differential equations of diffusion type and present a result on the existence and uniqueness of solution. We also prove a version of the Feynman—Kac formula.
袋鼠
发表于 2025-3-23 00:04:20
Option Pricing in Discrete Time,In this chapter, we consider the problem of pricing an option in discrete time trading. We will introduce and discuss various important notions from stochastic finance, such as ., ., ., and the role of . in discrete time. We assume a discrete model for the underlying stock.
窃喜
发表于 2025-3-23 04:32:48
Introduction to Continuous Time Trading,In this chapter, we begin with an informal description of the technical terms used in finance in the context of continuous time trading. We saw these terms in the previous chapter, which was devoid of technicalities. When it comes to continuous time, we cannot escape these technicalities which is why they were first introduced.
Tincture
发表于 2025-3-23 09:21:38
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