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- 2Black-Scholes
- 1Absorbing barrier
- 1Bachelier market
- 1Bachelier model with stopping time
- 1Bernstein's inequalities
- 1Call option
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Fall 2019
In this thesis, selected topics on valuation and hedging of financial and insurance contracts are studied. First of all, we study the most common in mathematical finance Black-Scholes market and provide an alternative derivation of the famous Black-Scholes formula from the binomial option pricing...
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