Stochastic modeling of stock price process induced from the conjugate heat equation (Q1783272)
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scientific article; zbMATH DE number 6940492
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic modeling of stock price process induced from the conjugate heat equation |
scientific article; zbMATH DE number 6940492 |
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Stochastic modeling of stock price process induced from the conjugate heat equation (English)
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20 September 2018
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time-dependent metric
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conjugate heat equation
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Brownian motion
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the Black-Scholes equation
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