scientific article; zbMATH DE number 5060227

zbMATH Open1169.91379MaRDI QIDQ5490674

Hong Xue

Publication date: 4 October 2006

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

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44)

Related Items (3)

Meshless approach for pricing Islamic Ijarah under stochastic interest rate models ⋮ Improving the Design of Financial Products in a Multidimensional Black-Scholes Market ⋮ On the multidimensional Black-Scholes partial differential equation

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