Stochastic modeling of stock price process induced from the conjugate heat equation (Q1783272): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.physa.2014.09.021 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2021388713 / rank | |||
Normal rank | |||
Revision as of 19:30, 19 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
