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The relevance of path integrals to financial markets is discussed, and improvements of the famous Black—Scholes formula for option prices are given which account for the fact that large market fluctuations occur much more frequently than in the commonly used Gaussian distributions. New and better quality elements can only come to you if there is room for them.
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The relevance of path integrals to financial markets is discussed, and improvements of the famous Black—Scholes formula for option prices are given which account for the fact that large market fluctuations occur much more frequently than in the commonly used Gaussian distributions. We only show the value of points for the unique 4 letters of 'HUYF'.