scientific article; zbMATH DE number 5052230
From MaRDI portal
Publication:5486568
zbMath1189.91211MaRDI QIDQ5486568
Maria Elvira Mancino, Shigeyoshi Ogawa
Publication date: 11 September 2006
Full work available at URL: http://ebooks.worldscinet.com/ISBN/9789812702852/9789812702852_0012.html
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Auctions, bargaining, bidding and selling, and other market models (91B26)
Related Items (2)
Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff ⋮ Assessing the quality of volatility estimators via option pricing
This page was built for publication:
