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Fake exponential Brownian motion - MaRDI portal

Fake exponential Brownian motion (Q2435766)

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Fake exponential Brownian motion
scientific article

    Statements

    title
    Fake exponential Brownian motion (English)
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    author
    David G. Hobson
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    publication date
    19 February 2014
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    zbMATH Keywords
    fake diffusion
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    exponential Brownian motion
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    Dupire's formula
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    Identifiers

    Mathematics Subject Classification ID
    60J65
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    60G44
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    60J60
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    zbMATH DE Number
    6259920
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    OpenAlex ID
    W2027568010
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    arXiv ID
    1210.1391
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