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scientific article; zbMATH DE number 1210652 - MaRDI portal

scientific article; zbMATH DE number 1210652

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Publication:4213630

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zbMath0912.60064MaRDI QIDQ4213630

Michael Mania

Publication date: 18 May 1999

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

zbMATH Keywords

stochastic differential equation Markov property Black-Scholes equation Itô process security market model bond price process

Mathematics Subject Classification ID

Decision theory (91B06) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

Backward stochastic partial differential equations related to utility maximization and hedging

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