Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
The Modeling and Analysis of Financial Time Series - MaRDI portal

The Modeling and Analysis of Financial Time Series

From MaRDI portal

Publication:4222460

Jump to:navigation, search

DOI10.2307/3109801zbMath0957.91078OpenAlexW4243817095MaRDI QIDQ4222460

James H. Case

Publication date: 12 October 2000

Published in: The American Mathematical Monthly (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3109801

zbMATH Keywords

Gaussian distribution Bachelier-Wiener process financial variable put and call options

Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).

This page was built for publication: The Modeling and Analysis of Financial Time Series

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4222460&oldid=18092090"

Pages with script errors