scientific article; zbMATH DE number 6103857

zbMath1261.91022MaRDI QIDQ4648340

L. V. Nandakishore, Swaminathan Udayabaskaran

Publication date: 9 November 2012

Full work available at URL: http://www.pphmj.com/abstract/6563.htm

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

zbMATH Keywords

conditional probability density functionfluctuating volatilitymodified Black-Scholes environment

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Signal detection and filtering (aspects of stochastic processes) (60G35) Auctions, bargaining, bidding and selling, and other market models (91B26)

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