Pages that link to "Item:Q1782819"
From MaRDI portal
The following pages link to Stochastic volatility models at \(\rho = \pm 1\) as second class constrained Hamiltonian systems (Q1782819):
Displayed 4 items.
- Multi-asset Black-Scholes model as a variable second class constrained dynamical system (Q1619629) (← links)
- Dynamic optimization and its relation to classical and quantum constrained systems (Q2145555) (← links)
- The quantum dark side of the optimal control theory (Q2155431) (← links)
- Endogenous stochastic arbitrage bubbles and the Black-Scholes model (Q2667651) (← links)