CONSTRUCTION OF THE BLACK-SCHOLES PDE WITH JUMP-DIFFUSION MODEL (Q5237548)
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scientific article; zbMATH DE number 7119490
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CONSTRUCTION OF THE BLACK-SCHOLES PDE WITH JUMP-DIFFUSION MODEL |
scientific article; zbMATH DE number 7119490 |
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CONSTRUCTION OF THE BLACK-SCHOLES PDE WITH JUMP-DIFFUSION MODEL (English)
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18 October 2019
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Black-Scholes model
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partial differential equation
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stochastic process
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Brownian motion
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jump-diffusion model
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