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scientific article; zbMATH DE number 1548491
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| English | No label defined |
scientific article; zbMATH DE number 1548491 |
Statements
4 January 2001
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Itô calculus
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pricing of options
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partial differential equations
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Black-Scholes formula
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exotic options
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Monte Carlo methods
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tree methods
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finite difference methods
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portfolio problem
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martingale method
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stochastic control method
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portfolio optimization
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0.8554793000221252
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0.8405055403709412
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0.8405055403709412
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