1![The derivation of the basic Black-Scholes options pricing equation follows from imposing the condition that a riskless por tfolio made up of stock and options must return the same interest rate as other riskless assets, The derivation of the basic Black-Scholes options pricing equation follows from imposing the condition that a riskless por tfolio made up of stock and options must return the same interest rate as other riskless assets,](https://www.pdfsearch.io/img/10325ece627a08c4d16df36f42a78a52.jpg) | Add to Reading ListSource URL: www.econterms.comLanguage: English - Date: 2005-11-27 20:20:53
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2![Computational Finance: Opportunities and challenges for AD Mike Giles Oxford University Mathematical Institute Computational Finance: Opportunities and challenges for AD Mike Giles Oxford University Mathematical Institute](https://www.pdfsearch.io/img/4d62a1fa7f77ce2b6951ea2217700790.jpg) | Add to Reading ListSource URL: www.autodiff.orgLanguage: English - Date: 2008-08-29 02:28:58
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3![Modeling Mass Protest Adoption in Social Network Communities using Geometric Brownian Motion Fang Jin⇤, Rupinder Paul Khandpur⇤, Nathan Self⇤, Edward Dougherty†, Sheng Guo‡, Feng Chen§, B. Aditya Prakash⇤, N Modeling Mass Protest Adoption in Social Network Communities using Geometric Brownian Motion Fang Jin⇤, Rupinder Paul Khandpur⇤, Nathan Self⇤, Edward Dougherty†, Sheng Guo‡, Feng Chen§, B. Aditya Prakash⇤, N](https://www.pdfsearch.io/img/9e7b3c427369039232d6c625a6e64a1c.jpg) | Add to Reading ListSource URL: people.cs.vt.eduLanguage: English - Date: 2014-06-27 22:17:49
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4![The derivation of the basic Black-Scholes options pricing equation follows from imposing the condition that a riskless por tfolio made up of stock and options must return the same interest rate as other riskless assets, The derivation of the basic Black-Scholes options pricing equation follows from imposing the condition that a riskless por tfolio made up of stock and options must return the same interest rate as other riskless assets,](https://www.pdfsearch.io/img/90a49542bf61fee8dd046da96fb0b0ac.jpg) | Add to Reading ListSource URL: econterms.comLanguage: English - Date: 2005-11-27 20:20:53
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5![History Dependent Stochastic Processes and Applications to Finance by NEEKO GARDNER Mihai Stoiciu, Advisor History Dependent Stochastic Processes and Applications to Finance by NEEKO GARDNER Mihai Stoiciu, Advisor](https://www.pdfsearch.io/img/33c18355d680c5a6af3c06ccf1c6d652.jpg) | Add to Reading ListSource URL: sites.williams.eduLanguage: English - Date: 2015-07-23 17:08:56
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6![Abstract: The path W [0, t] of a Brownian motion on a d-dimensional torus Td run for time t is a random compact subset of Td . In this talk we look at the geometric properties of the complement C(t) = Td \ W [0, t] as t Abstract: The path W [0, t] of a Brownian motion on a d-dimensional torus Td run for time t is a random compact subset of Td . In this talk we look at the geometric properties of the complement C(t) = Td \ W [0, t] as t](https://www.pdfsearch.io/img/6cd862350751ecde57446f09dba3c7f8.jpg) | Add to Reading ListSource URL: www.math.leidenuniv.nl- Date: 2013-10-30 08:25:00
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7![Models for predicting extinction times: shall we dance (or walk or jump)? Models for predicting extinction times: shall we dance (or walk or jump)?](https://www.pdfsearch.io/img/a9f3345204dbbed05b10f5c30869c213.jpg) | Add to Reading ListSource URL: www.mssanz.org.auLanguage: English - Date: 2013-01-15 17:46:22
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8![Learning Exercise Policies for American Options Yuxi Li Dept. of Computing Science University of Alberta Edmonton, Alberta Learning Exercise Policies for American Options Yuxi Li Dept. of Computing Science University of Alberta Edmonton, Alberta](https://www.pdfsearch.io/img/7bb79efd1394953e6df9187e370b5945.jpg) | Add to Reading ListSource URL: webdocs.cs.ualberta.caLanguage: English - Date: 2009-03-22 22:07:32
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9![Business Education E BA & Accreditation Business Education E BA & Accreditation](https://www.pdfsearch.io/img/6d30449b7d679fb96dea8bd61cb2c906.jpg) | Add to Reading ListSource URL: www.theibfr.comLanguage: English - Date: 2013-09-06 02:45:26
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10![THE MIXING APPROACH TO STOCHASTIC VOLATILITY AND JUMP MODELS# by ALAN L. LEWIS March, 2002 THE MIXING APPROACH TO STOCHASTIC VOLATILITY AND JUMP MODELS# by ALAN L. LEWIS March, 2002](https://www.pdfsearch.io/img/fa01826aa185d6cc7eb0abaf8b7cee22.jpg) | Add to Reading ListSource URL: www.optioncity.netLanguage: English - Date: 2003-01-14 19:33:22
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