BibTeX
@MISC{Jones_howto,
author = {S. L. Peyton Jones and J-M. Eber},
title = {How to Write a Financial Contract},
year = {}
}
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Abstract
valuation semantics. First, we will show how to translate an arbitrary contract, written in our language, into a value process, together with a handful of operations over these processes. These processes correspond directly to the mathematical and stochastic machinery used by nancial experts.
