Approximation of optimal prices when basic data are weakly dependent (Q2814608)
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scientific article; zbMATH DE number 6596591
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of optimal prices when basic data are weakly dependent |
scientific article; zbMATH DE number 6596591 |
Statements
22 June 2016
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difference equation
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weakly dependent random variable
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Black-Scholes type stochastic differential equation
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stationary sequence
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Wiener process
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Approximation of optimal prices when basic data are weakly dependent (English)
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