scientific article

zbMath1154.91431MaRDI QIDQ3599282

No author found.

Publication date: 3 February 2009

Full work available at URL: http://www.m-hikari.com/ams/ams-password-2008/ams-password21-24-2008/brooksAMS21-24-2008.pdf

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zbMATH Keywords

stochastic processesoption pricingnormal distributionlognormal distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Brownian motion (60J65) Basic methods for problems in optics and electromagnetic theory (78M99)