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Search: subject:"Feynman-Kac formula"
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Optionspreistheorie
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Kolmogorov backward equations with singular diffusion matrices
Singer, Hermann
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2019
Persistent link: https://www.econbiz.de/10012149431
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Functional Itô calculus
Dupire, Bruno
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Quantitative finance
19
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2019
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5
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pp. 721-729
Persistent link: https://www.econbiz.de/10012194711
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