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scientific article; zbMATH DE number 1865393 - MaRDI portal

scientific article; zbMATH DE number 1865393

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Publication:4791410

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zbMath1075.91541MaRDI QIDQ4791410

G. A. Afanas'Ev

Publication date: 6 February 2003

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

zbMATH Keywords

Markov processes Cox model pricing of options

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Numerical analysis or methods applied to Markov chains (65C40)

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