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20. Option Price and Probability Duality

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MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013
View the complete course: http://ocw.mit.edu/18-S096F13
Instructor: Stephen Blyth

This guest lecture focuses on option price and probability duality.

License: Creative Commons BY-NC-SA
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More courses at http://ocw.mit.edu

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