Markovprozesse und stochastische Differentialgleichungen (Q4914619)
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scientific article; zbMATH DE number 6154049
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Markovprozesse und stochastische Differentialgleichungen |
scientific article; zbMATH DE number 6154049 |
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Markovprozesse und stochastische Differentialgleichungen (English)
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15 April 2013
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Markov processes
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Markov chains
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random walks
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optimal stopping
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Brownian motion
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Itō integral
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stochastic differential equations
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Monte Carlo method
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Black-Scholes formula
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