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AIP Conference Proceedings [AIP Publishing LLC 41ST INTERNATIONAL CONFERENCE “APPLICATIONS OF MATHEMATICS IN ENGINEERING AND ECONOMICS” AMEE ’15 - Sozopol, Bulgaria (8–13 June 2015)] - Parameter estimation of Black–Sholes–Merton model by random observation
Vladeva, Dimitrinka I.Volume:
1690
Year:
2015
Language:
english
DOI:
10.1063/1.4936685
File:
PDF, 226 KB
english, 2015