scientific article; zbMATH DE number 6844559
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Publication:4605918
zbMath1382.91085MaRDI QIDQ4605918
Sultan Hussain, Zakir Hussain, Nasir Rehman, Sameera Bano
Publication date: 27 February 2018
Full work available at URL: http://pu.edu.pk/images/journal/maths/PDF/Paper-7_49_3_17.pdf
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic differential equationvalue functionEuropean optionjump-diffusion processvariational equalities
Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10)
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