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
    0 references
    0 references
    24 July 2002
    0 references
    path integral formalism
    0 references

    Identifiers