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Latest revision as of 16:44, 27 May 2024

scientific article; zbMATH DE number 1040330
Language Label Description Also known as
English
A Nonstandard Approach to Option Pricing
scientific article; zbMATH DE number 1040330

    Statements

    A Nonstandard Approach to Option Pricing (English)
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    31 August 1997
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    option pricing
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    nonstandard analysis
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    nonstandard probability theory
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    stochastic analysis
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    hyperfinite geometric random walk
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    geometric Brownian motion
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