scientific article; zbMATH DE number 2050999
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Publication:4453272
zbMath1062.91039MaRDI QIDQ4453272
Daniel W. Stroock, Ioanid Rosu
Publication date: 7 March 2004
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
parabolic equationderivative pricingBlack-Scholes equationcall optionhedging portfolioself financing
Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20)
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