APPROXIMATION METHODS FOR INHOMOGENEOUS GEOMETRIC BROWNIAN MOTION (Q4631690)
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scientific article; zbMATH DE number 7045981
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | APPROXIMATION METHODS FOR INHOMOGENEOUS GEOMETRIC BROWNIAN MOTION |
scientific article; zbMATH DE number 7045981 |
Statements
APPROXIMATION METHODS FOR INHOMOGENEOUS GEOMETRIC BROWNIAN MOTION (English)
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18 April 2019
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Arrow-Debreu security
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derivative pricing
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power series expansions
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