No label defined (Q4254477)

From MaRDI portal
scientific article; zbMATH DE number 1310477
Language Label Description Also known as
English
No label defined
scientific article; zbMATH DE number 1310477

    Statements

    0 references
    21 June 2000
    0 references
    0 references
    weak solution of stochastic differential equations
    0 references
    Girsanov transformations
    0 references
    viability problem
    0 references
    valuation pricing of arbitrage-free European derivative securities
    0 references