DERIVATIVES IN THE MEAN OF RANDOM PROCESSES AND DIFFUSION MODELS IN ECONOMICS (Q5153907)
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scientific article; zbMATH DE number 7405440
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DERIVATIVES IN THE MEAN OF RANDOM PROCESSES AND DIFFUSION MODELS IN ECONOMICS |
scientific article; zbMATH DE number 7405440 |
Statements
DERIVATIVES IN THE MEAN OF RANDOM PROCESSES AND DIFFUSION MODELS IN ECONOMICS (English)
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1 October 2021
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diffusion models
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models in financial mathematics
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Itô equation
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derivatives in mean
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geometric Brownian motion
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Wiener process
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