Diffusion Models of Asset Prices

DOI10.1007/978-3-642-17254-0_3zbMath1229.91130OpenAlexW199269256MaRDI QIDQ3112453

Marcel Rindisbacher, Jérôme B. Detemple

Publication date: 10 January 2012

Published in: Handbook of Computational Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-17254-0_3

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Portfolio theory (91G10)

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