Stochastic differential equations in finance
type: Item
instance of: scholarly article
title: Stochastic differential equations in finance
zbMATH Open document ID: 0701.90007
DOI: 10.1016/0096-3003(90)90041-Z
author: Keith P. Sharp
published in: Applied Mathematics and Computation
publication date: 1990-01-01T00:00:00Z
review text: The paper reviews the published stochastic models of stock and bond prices. Particular attention is paid to the partial differential equations which result from this analysis and to methods of numerical solution.
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 91B62
zbMATH DE Number: 4149837
zbMATH Keywords: stocks
zbMATH Keywords: diffusion models
zbMATH Keywords: bond prices
MaRDI profile type: Publication
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full work available at URL: 0096-3003(90)90041-z
OpenAlex ID: W2007434528
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description: scientific article; zbMATH DE number 4149837