18.366 | Fall 2006 | Graduate

Random Walks and Diffusion

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ps3_366_05.pdf

Description:

A list of problems on modified Kramers-Moyall expansion, Black-Scholes formulae?for?options?prices, continuum limit?of?Bouchaud-Sornette?options?theory.

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ps3_366_05.pdf
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Fall 2006
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Graduate
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