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Mathematical finance / Black–Scholes / Risk-neutral measure / Wiener process / Normal distribution / Moment-generating function / Poisson process / Futures contract / Lévy process / Statistics / Stochastic processes / Probability theory
Date: 2008-10-13 20:18:03
Mathematical finance
Black–Scholes
Risk-neutral measure
Wiener process
Normal distribution
Moment-generating function
Poisson process
Futures contract
Lévy process
Statistics
Stochastic processes
Probability theory

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