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Q4672820 - MaRDI portal

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scientific article; zbMATH DE number 2164159
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English
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scientific article; zbMATH DE number 2164159

    Statements

    author
    Tina Marquardt
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    Andreas Ruffing
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    publication date
    3 May 2005
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    zbMATH Keywords
    classical financial processes
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    Hermite functions
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    martingale structures
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    elliptic approach
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    Identifiers

    Mathematics Subject Classification ID
    60G42
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    42C05
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    39A12
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    39A13
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    33E05
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    60J60
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    35K57
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    zbMATH DE Number
    2164159
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