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Diffusion Models of Asset Prices - MaRDI portal

Diffusion Models of Asset Prices (Q3112453)

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Diffusion Models of Asset Prices
scientific article

    Statements

    title
    Diffusion Models of Asset Prices (English)
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    author
    Marcel Rindisbacher
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    Jérôme B. Detemple
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    publication date
    10 January 2012
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    Identifiers

    Mathematics Subject Classification ID
    91B25
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    91G10
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    91G60
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    zbMATH DE Number
    5996051
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    OpenAlex ID
    W199269256
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