Risk and Complex Fractals in Finance∶ Application to a Black-Scholes Equation of Order n

DOI10.1080/02329290212166zbMath1092.91025OpenAlexW1974714636MaRDI QIDQ4466906

Guy Jumaric

Publication date: 8 June 2004

Published in: Systems Analysis Modelling Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02329290212166

zbMATH Keywords

Black-Scholes equations

Mathematics Subject Classification ID

Gaussian processes (60G15) Optimal stochastic control (93E20) White noise theory (60H40) Portfolio theory (91G10)

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