The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large classof stochastic processes

Publisher： Edp Sciences

E-ISSN： 1286-4862|4|6|863-881

ISSN： 1155-4304

Source： Journal de Physique I, Vol.4, Iss.6, 1994-06, pp. : 863-881

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