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zbMath1163.60318MaRDI QIDQ3629156

Publication date: 26 May 2009

Full work available at URL: http://www.m-hikari.com/ams/ams-password-2009/ams-password1-4-2009/index.html

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

zbMATH Keywords

Girsanov's theorem Itô's formula exchange option continuous martingale representation theorem

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)

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