The Infinite Dimensional Henstock Integral and Problems of Black-Scholes Expectation (Q4781397)
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scientific article; zbMATH DE number 1827588
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Infinite Dimensional Henstock Integral and Problems of Black-Scholes Expectation |
scientific article; zbMATH DE number 1827588 |
Statements
The Infinite Dimensional Henstock Integral and Problems of Black-Scholes Expectation (English)
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2002
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geometric Brownian motion
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Feynman path integrals
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derivative asset pricing
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Henstock integrals
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