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Publication:2702368
zbMath1014.91050MaRDI QIDQ2702368
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Publication date: 17 July 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cauchy problemoption pricingstochastic differential equationsMarkov processpricingEuropean optionsrandom parameterszero-coupon bondsvariancesBlack-Scholes formulae
Applications of statistics to actuarial sciences and financial mathematics (62P05) Continuous-time Markov processes on discrete state spaces (60J27)
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