The Henstock integral and the Black-Scholes theory of derivative asset pricing
From MaRDI portal
Publication:1852356
zbMath1025.91013MaRDI QIDQ1852356
Publication date: 5 January 2003
Published in: Real Analysis Exchange (Search for Journal in Brave)
Related Items (2)
The distributional Henstock-Kurzweil integral and applications ⋮ Lyapunov stability for measure differential equations and dynamic equations on time scales
This page was built for publication: The Henstock integral and the Black-Scholes theory of derivative asset pricing
