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Martingale Theory and Itˆo Stochastic Analysis. - The Black-Scholes Model and Its Modifications. - Pricing and Hedging of Exotic Options. - Stochastic Calculus and Semimartingale Model. - Optimal Growth Portfoliosand Option Pricing.
When you click on links to various merchants on this site and make a purchase, this can result in this site earning a commission. Affiliate programs and affiliations include, but are not limited to, the eBay Partner Network.