Derivative pricing with non-linear Fokker-Planck dynamics (Q1873989): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/s0378-4371(02)01906-4 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2071464880 / rank | |||
Normal rank | |||
Latest revision as of 09:39, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Derivative pricing with non-linear Fokker-Planck dynamics |
scientific article |
Statements
Derivative pricing with non-linear Fokker-Planck dynamics (English)
0 references
21 May 2003
0 references
Black-Scholes formula
0 references
non-extensive statistics
0 references
Ito-Langevin equation
0 references
