scientific article; zbMATH DE number 2058894

zbMATH Open1035.60081MaRDI QIDQ4455452

Yuliya S. Mishura

Publication date: 16 March 2004

Title of this publication is not available (Why is that?)

zbMATH Keywords

stochastic processquadratic variationfinancial marketHölder function arbitrage-free model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Continuous-time Markov processes on general state spaces (60J25)

Related Items (1)

Existence and uniqueness of solutions to a quasilinear parabolic equation with quadratic gradients in financial markets

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