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- W2385766734 abstract "The theory of Brownian motion is the foundation of the pricing theory of Black Scholes. This shows that physics plays an important role in modern finance, which is developing as a quantitative science. However physical models are only a part of modern financial engineering, which is a big comprehensive program. There is still much work for physicists to do, especially in the construction of practical models with new ideas." @default.
- W2385766734 created "2016-06-24" @default.
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- W2385766734 date "2000-01-01" @default.
- W2385766734 modified "2023-09-23" @default.
- W2385766734 title "PHYSICS IN THE PRICING THEORY OF OPTIONS" @default.
- W2385766734 hasPublicationYear "2000" @default.
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