Introduction to stochastic analysis. Integrals and differential equations (Q3100565)
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scientific article; zbMATH DE number 5979072
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| English | Introduction to stochastic analysis. Integrals and differential equations |
scientific article; zbMATH DE number 5979072 |
Statements
24 November 2011
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stochastic integrals
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stochastic differential equations
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stochastic financial model
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Black-Scholes formula
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numerical solution
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0.8720502257347107
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0.8589560985565186
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0.8565323352813721
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0.8563858866691589
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