Stochastic calculus for assets with non-Gaussian price fluctuations (Q1606132)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic calculus for assets with non-Gaussian price fluctuations |
scientific article |
Statements
Stochastic calculus for assets with non-Gaussian price fluctuations (English)
0 references
24 July 2002
0 references
path integral formalism
0 references