scientific article; zbMATH DE number 5174015

zbMath1133.60025MaRDI QIDQ5294261

Marc Yor, Dilip B. Madan

Publication date: 24 July 2007

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

zbMATH Keywords

local timemathematical financelocal martingaleEuropean optionItô-Tanaka formula

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Diffusion processes (60J60) Stochastic integrals (60H05)

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