No label defined (Q2825532)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: scientific article |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
13 October 2016
0 references
financial mathematics
0 references
stochastic model
0 references
Brownian motion
0 references
martingale
0 references
Itô's formula
0 references
stochastic differential equations
0 references
Girsanov theorem
0 references
Black-Scholes formula
0 references
option Greeks
0 references
risk-neutral probabilities
0 references
American and exotic options
0 references
Vašiček model
0 references
Cox-Ingersoll-Ross model
0 references
Heath-Jarrow-Morton model
0 references
