Transition probability functions for martingale laws of bond prices. (Q1413276)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Transition probability functions for martingale laws of bond prices. |
scientific article; zbMATH DE number 2003987
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transition probability functions for martingale laws of bond prices. |
scientific article; zbMATH DE number 2003987 |
Statements
Transition probability functions for martingale laws of bond prices. (English)
0 references
16 November 2003
0 references
European options
0 references
It\(\hat o\) calculus
0 references
Numéraire
0 references
Stochastic differential equations
0 references
Green's function
0 references
0 references
