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Q4454897 - MaRDI portal

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scientific article; zbMATH DE number 2053281
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English
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scientific article; zbMATH DE number 2053281

    Statements

    publication date
    8 March 2004
    0 references
    zbMATH Keywords
    models of financial markets
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    binomial models
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    Bachelier's model
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    Black-Scholes model
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    semi-martingales
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    no-arbitrage theory
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    fundamental theory of asset pricing
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    Identifiers

    Mathematics Subject Classification ID
    91-01
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    91Gxx
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    91B70
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    60G44
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    60H05
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    zbMATH DE Number
    2053281
    0 references
     
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