Stochastic modeling of stock price process induced from the conjugate heat equation (Q1783272): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:40, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic modeling of stock price process induced from the conjugate heat equation |
scientific article |
Statements
Stochastic modeling of stock price process induced from the conjugate heat equation (English)
0 references
20 September 2018
0 references
time-dependent metric
0 references
conjugate heat equation
0 references
Brownian motion
0 references
the Black-Scholes equation
0 references
