Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance (Q4633953)
From MaRDI portal
scientific article; zbMATH DE number 7051308
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance |
scientific article; zbMATH DE number 7051308 |
Statements
Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance (English)
0 references
6 May 2019
0 references
stochastic differential equations
0 references
probability
0 references
stochastic processes
0 references
Monte-Carlo simulation
0 references
Wiener and diffusion processes
0 references
stochastic integrals
0 references
geometric Brownian motion
0 references
Itô and Stratonovich calculus
0 references
Dynkin's and Feynman-Kac formulas
0 references
Girsanov's theorem
0 references
option pricing
0 references
Black-Scholes formula
0 references
Ornstein-Uhlenbeck process
0 references
