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scientific article; zbMATH DE number 1064373
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scientific article; zbMATH DE number 1064373

    Statements

    author
    Robert C. Merton
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    publication date
    19 January 1999
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    zbMATH Keywords
    financial mathematics
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    stochastic analysis
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    Wiener process
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    60G35
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    60H05
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    60J40
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    60J60
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    zbMATH DE Number
    1064373
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