scientific article
From MaRDI portal
Publication:3013371
zbMATH Open1223.60041MaRDI QIDQ3013371
Publication date: 18 July 2011
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Financial applications of other theories (91G80) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (7)
Simplest differential equation of stock price, its solution and relation to assumption of Black-Scholes model ⋮ Partial Differential Equations for Time Development of Stock Prices, Properties, etc. and the Inverse Power Law ⋮ A Microeconomic Approach to Diffusion Models For Stock Prices ⋮ The financial value of knowing the distribution of stock prices in discrete market models ⋮ Non-Gaussian distribution for stock returns and related stochastic differential equation ⋮ STOCK LIQUIDATION VIA STOCHASTIC APPROXIMATION USING NASDAQ DAILY AND INTRA‐DAY DATA ⋮ Dynamics of stocks prices based in the Black \& Scholes equation and nonlinear stochastic differentials equations
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3013371)