Stochastic modeling of stock price process induced from the conjugate heat equation (Q1783272): Difference between revisions

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Latest revision as of 15:09, 16 July 2024

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Stochastic modeling of stock price process induced from the conjugate heat equation
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    Stochastic modeling of stock price process induced from the conjugate heat equation (English)
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    20 September 2018
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    time-dependent metric
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    conjugate heat equation
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    Brownian motion
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    the Black-Scholes equation
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