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Power payoff in the Black-Scholes model

The time-zero price of the payoff is
(33)

Ancestors (9)

  1. Risk-neutral measure for the Black-Scholes model
  2. Exponential Brownian martingale
  3. Brownian motion
  4. Stochastic process
  5. Probability theory
  6. Probability and statistics
  7. Area of mathematics
  8. Mathematics
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