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- W586097531 abstract "Introduction: Foreign Exchange Markets Mathematical Preliminaries: Elements of Probability Theory Discrete-Time Stochastic Engines Continuous-Time Stochastic Engines Discrete-Time Models: Single-Period Markets Multi-Period Markets Continuous-Time Models: Stochastic Dynamics of Forex European Options: The Group-Theoretical Approach European Options, the Classical Approach Deviations from the Black-Scholes Paradigm I: Nonconstant Volatility American Options Path-Dependent Options I: Barrier Options: Path-Dependent Options II: Lookback, Asian and other Options Deviations from the Black-Scholes Paradigm II: Market Frictions Future Directions of Research and Conclusions." @default.
- W586097531 created "2016-06-24" @default.
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- W586097531 date "2001-10-01" @default.
- W586097531 modified "2023-10-06" @default.
- W586097531 title "Mathematical Methods for Foreign Exchange: A Financial Engineer's Approach" @default.
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