Option pricing in the presence of random arbitrage return (Q3636741)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Option pricing in the presence of random arbitrage return
scientific article

    Statements

    Option pricing in the presence of random arbitrage return (English)
    0 references
    0 references
    0 references
    29 June 2009
    0 references
    option pricing
    0 references
    random arbitrage return
    0 references
    stochastic PDEs
    0 references
    finite element methods
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references