Approximation methods for inhomogeneous geometric Brownian motion (Q4631690)
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scientific article; zbMATH DE number 7045981
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| English | Approximation methods for inhomogeneous geometric Brownian motion |
scientific article; zbMATH DE number 7045981 |
Statements
APPROXIMATION METHODS FOR INHOMOGENEOUS GEOMETRIC BROWNIAN MOTION (English)
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18 April 2019
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Arrow-Debreu security
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derivative pricing
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power series expansions
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0.7780908942222595
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0.7627275586128235
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0.7345618009567261
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0.7259608507156372
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