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Q5424044 - MaRDI portal

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scientific article; zbMATH DE number 5207839
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English
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scientific article; zbMATH DE number 5207839

    Statements

    publication date
    2 November 2007
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    zbMATH Keywords
    stochastic calculus
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    financial mathematics
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    financial markets
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    arbitrage
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    Black-Scholes model
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    stochastic differential equations
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    Itô analysis
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    financial options
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    numerical methods, Monte Carlo method
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    Malliavin calculus
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    author
    Andrea Pascucci
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    91-01
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    60G44
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    60Hxx
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    zbMATH DE Number
    5207839
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