Scaling limit of d-inverse of Brownian motion with functional drift (Q3067604)
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scientific article; zbMATH DE number 5840053
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| English | Scaling limit of d-inverse of Brownian motion with functional drift |
scientific article; zbMATH DE number 5840053 |
Statements
21 January 2011
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d-inverse
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domain of attraction
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Brownian motion with drift
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geometric Brownian motion
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option price
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Black-Scholes formula
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0.7208507657051086
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0.7193285226821899
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0.7175576686859131
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0.7111535668373108
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