RENORMALIZATION OF BLACK-SCHOLES EQUATION FOR STOCHASTICALLY FLUCTUATING INTEREST RATE (Q3523592)
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scientific article; zbMATH DE number 5320141
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| English | RENORMALIZATION OF BLACK-SCHOLES EQUATION FOR STOCHASTICALLY FLUCTUATING INTEREST RATE |
scientific article; zbMATH DE number 5320141 |
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RENORMALIZATION OF BLACK-SCHOLES EQUATION FOR STOCHASTICALLY FLUCTUATING INTEREST RATE (English)
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3 September 2008
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Black--Scholes equation
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stochastic processes
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0.7832352519035339
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0.7651061415672302
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0.7168056964874268
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0.7144833207130432
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