scientific article

zbMath1235.60001MaRDI QIDQ3100565

Vigirdas Mackevičius

Publication date: 24 November 2011

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential equationsnumerical solutionstochastic integralsBlack-Scholes formulastochastic financial model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Brownian motion (60J65) Stochastic integrals (60H05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Actuarial science and mathematical finance (91Gxx)

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