Derivative pricing with non-linear Fokker-Planck dynamics (Q1873989)

From MaRDI portal
Revision as of 16:43, 5 June 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
Derivative pricing with non-linear Fokker-Planck dynamics
scientific article

    Statements

    title
    Derivative pricing with non-linear Fokker-Planck dynamics (English)
    0 references
    author
    Fredrick Michael
    0 references
    Michael D. Johnson
    0 references
    published in
    Physica A
    0 references
    publication date
    21 May 2003
    0 references
    zbMATH DE Number
    1914425
    0 references
    zbMATH Keywords
    Black-Scholes formula
    0 references
    non-extensive statistics
    0 references
    Ito-Langevin equation
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1873989&oldid=34341112"
    Powered by MediaWiki