Local times of functions of continuous semimartingales (Q4835284)
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scientific article; zbMATH DE number 763746
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Local times of functions of continuous semimartingales |
scientific article; zbMATH DE number 763746 |
Statements
Local times of functions of continuous semimartingales (English)
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21 June 1995
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local times of functions of continuous semimartingales
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occupation times
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Itô-Tanaka formula
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European put option
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0.806062638759613
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0.8026057481765747
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0.7953515648841858
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