Option pricing under general geometric Riemannian Brownian motions (Q2828680)
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scientific article; zbMATH DE number 6643629
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option pricing under general geometric Riemannian Brownian motions |
scientific article; zbMATH DE number 6643629 |
Statements
26 October 2016
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geometric Riemannian Brownian motion
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stochastic differential equations
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Stratonovich integral
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option pricing
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Option pricing under general geometric Riemannian Brownian motions (English)
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0.7702535390853882
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0.7702535390853882
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0.7605223059654236
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