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Q4417321 - MaRDI portal

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scientific article; zbMATH DE number 1955484
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English
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scientific article; zbMATH DE number 1955484

    Statements

    author
    Masaaki Kijima
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    publication date
    28 July 2003
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    zbMATH Keywords
    stochastic financial markets
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    probability
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    derivative securities
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    discrete-time model
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    random walks
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    Markov chains
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    Monte Carlo simulation
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    continuous-time models
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    91-02
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    60-02
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    zbMATH DE Number
    1955484
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