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Titlebook: Option Prices as Probabilities; A New Look at Genera Cristophe Profeta,Bernard Roynette,Marc Yor Book 2010 Springer-Verlag Berlin Heidelber

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Existence of Pseudo-Inverses for Diffusions,We shall focus here on increasing pseudo-inverses, and we shall deal with two cases: . More precisely, we shall prove that, to a positive diffusion . starting from 0, we can associate another diffusion . such that the tail probabilities of . are the distribution functions of the last passage times of ..
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An Interesting Family of Black-Scholes Perpetuities,We obtain the Laplace transform and integrability properties of the integral over ℝ. of the call quantity associated with the geometric Brownian motion with negative drift, thus adding a new element to the list of already studied Brownian perpetuities.
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Cheng-An Cheny leaders in anesthesiology education.Covers the years from .Comprehensive Guide to Education in Anesthesia. is the first single-source volume on the current practice of teaching and learning in this specialty which has long been at the forefront of innovation in medical education. It is edited by o
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Robert L. Miller,Ciaran Acton,Deirdre A. Fullerton,John Maltby,Jo Campling that it is an issue in need of urgent attention. We then do some ground-clearing preparatory to the main discussion by clarifying the scope of our inquiry and exploring the kinds of statements that should, and can, be regulated by truth in political advertising (TIPA) laws. We have kept this class
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An Early Rico Retrospective: Three Years of Uses for a Mobile App Datasetructural, and interactive design properties of more than 72 k unique UI screens. Over the years since its release, the original paper has been cited nearly 100 times according to Google Scholar and the dataset has been used as the basis for numerous research projects. In this chapter, we describe th
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Sheared and Stably Stratified Homogeneous Turbulence: Comparison of DNS and LES,n LES are used, a modified version of Smagorinsky’s closure, where the influence of mean shear on the subgrid scales is neglected, and a first-order closure for the subgrid-scale kinetic energy. The paper discusses results produced by both the DNS and the two versions of LES.
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