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Black-Scholes model
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Stanford GSB Faculty Publications
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David Kreps
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Black–Scholes model
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Black–Scholes–Merton model
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Cox–Ross–Rubinstein model
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D0
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G0
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discrete versus continuous time
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elasticity
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expected utility
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financial markets
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loss control
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market completeness
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markets
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optimal expected utility
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random variables
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random walks
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risk-taking behavior
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synthesis of contingent claims
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utility functions
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