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Q4935915 - MaRDI portal

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scientific article; zbMATH DE number 1390522
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English
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scientific article; zbMATH DE number 1390522

    Statements

    author
    Qing Quan Lin
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    Zhi Yuan Huang
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    publication date
    17 January 2000
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    zbMATH Keywords
    weak solution of stochastic differential equation
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    pricing of options
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    financial market
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    60H20
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    91G80
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    zbMATH DE Number
    1390522
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