Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance (Q4633953): Difference between revisions
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Latest revision as of 18:13, 19 March 2024
scientific article; zbMATH DE number 7051308
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance |
scientific article; zbMATH DE number 7051308 |
Statements
Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance (English)
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6 May 2019
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stochastic differential equations
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probability
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stochastic processes
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Monte-Carlo simulation
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Wiener and diffusion processes
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stochastic integrals
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geometric Brownian motion
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Itô and Stratonovich calculus
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Dynkin's and Feynman-Kac formulas
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Girsanov's theorem
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option pricing
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Black-Scholes formula
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Ornstein-Uhlenbeck process
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