Stock exchange dynamics involving both Gaussian and Poissonian white noises: Approximate solution via a symbolic stochastic calculus. (Q1413351)
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scientific article; zbMATH DE number 2004046
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stock exchange dynamics involving both Gaussian and Poissonian white noises: Approximate solution via a symbolic stochastic calculus. |
scientific article; zbMATH DE number 2004046 |
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Stock exchange dynamics involving both Gaussian and Poissonian white noises: Approximate solution via a symbolic stochastic calculus. (English)
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16 November 2003
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Symbolic stochastic calculus
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Black-Scholes equation
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Fractional Brownian motion
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