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JCP
2008
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JCP 2008
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Analytical Valuation of Contingent Claims by Stochastic Interacting Systems for Stock Market
15 years 3 months ago
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In the present paper, by applying the theory of stochastic processes and interacting particle systems and models, including stopping time theory and stochastic voter model, we mode...
Jun Wang, Qiuyuan Wang, Jiguang Shao
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