Pricing via anticipative stochastic calculus (Q4322091)
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scientific article; zbMATH DE number 720230
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing via anticipative stochastic calculus |
scientific article; zbMATH DE number 720230 |
Statements
Pricing via anticipative stochastic calculus (English)
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20 March 1995
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pricing of derivative securities
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stochastic equations
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anticipative stochastic integrals
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0.7630797028541565
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0.7593775987625122
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0.7521042823791504
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