No label defined (Q3068014)
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: scientific article |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
13 January 2011
0 references
fractional Brownian motion
0 references
Ornstein-Uhlenbeck process
0 references
stochastic integral
0 references
Itô formula
0 references
stochastic differential equation
0 references
Black-Scholes equation
0 references
European call option
0 references
singular perturbation
0 references
