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Simplest differential equation of stock price,its solution and relation to assumption of black-scholes model |
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| Authors: | Yun Tian-quan Lei Guang-long |
| Institution: | 1. Department of Mechanics, South China University of Technology, Guangzhou 510641, P. R. China;2. College of Administration of Industry & Commerce, Hunan University, Changsha 410082, P. R. China |
| Abstract: | |
| Keywords: | stock market option pricing Black_Scholes model probability and certainty differential equation |
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