Martingales versus PDEs in finance: an equivalence result with examples (Q2725292): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2039511516 / rank | |||
Normal rank | |||
Latest revision as of 02:39, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingales versus PDEs in finance: an equivalence result with examples |
scientific article |
Statements
Martingales versus PDEs in finance: an equivalence result with examples (English)
0 references
6 November 2002
0 references
option valuation
0 references
martingale approach
0 references
partial differential equations
0 references
finance
0 references
Feynman-Kac formula
0 references
