scientific article; zbMATH DE number 6939339

zbMATH Open1401.60119MaRDI QIDQ4683128

Ken-ichi Yoshihara

Publication date: 19 September 2018

Full work available at URL: https://ynu.repo.nii.ac.jp/?action=repository_uri&item_id=9076

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

zbMATH Keywords

difference equationsBlack-Scholes equationrandom vectorsstrong invariance principlesstrong mixing random variables

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Derivative securities (option pricing, hedging, etc.) (91G20) Functional limit theorems; invariance principles (60F17) Stochastic difference equations (39A50)

Related Items (1)

Title not available (Why is that?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4683128)