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    Statements

    author
    Richard J. Griego
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    Anatoliy Swishchuk
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    publication date
    11 September 2001
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    Mathematics Subject Classification ID
    60H10
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    60J27
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    91B24
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    60J60
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    62P05
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    60J65
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    zbMATH DE Number
    1645090
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    zbMATH Keywords
    random evolution processes
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    Feynman-Kac formula
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    Black-Scholes formula
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    European call option
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    (B,S)-market
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