A model of financial market with several interacting assets. Complete market case
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Publication:1409836
DOI10.1007/s007800100066zbMath1025.91007OpenAlexW2086703408MaRDI QIDQ1409836
Victoria Steblovskaya, Sergio A. Albeverio
Publication date: 22 October 2003
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s007800100066
complete marketmultidimensional Black-Scholes modellinear stochastic differential equations with multiplicative noisepricing of continuous clams
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