A Nonstandard Approach to Option Pricing (Q4345916): Difference between revisions
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Revision as of 15:26, 5 March 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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