The Infinite Dimensional Henstock Integral and Problems of Black-Scholes Expectation (Q4781397)
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scientific article; zbMATH DE number 1827588
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| default for all languages | No label defined |
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| English | The Infinite Dimensional Henstock Integral and Problems of Black-Scholes Expectation |
scientific article; zbMATH DE number 1827588 |
Statements
The Infinite Dimensional Henstock Integral and Problems of Black-Scholes Expectation (English)
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2002
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geometric Brownian motion
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Feynman path integrals
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derivative asset pricing
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Henstock integrals
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0.8689078092575073
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0.7648340463638306
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0.7555224895477295
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0.7406860589981079
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