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- W2912338387 abstract "These notes cover the basics of option pricing and portfolio theory in continuous time. They start with a section that explains the pricing of derivatives in a simple discrete-time model with finite state space." @default.
- W2912338387 created "2019-02-21" @default.
- W2912338387 creator A5081508511 @default.
- W2912338387 date "2015-12-07" @default.
- W2912338387 modified "2023-09-24" @default.
- W2912338387 title "Option Pricing, Portfolio Optimization, and Stochastic Calculus" @default.
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