Asymptotic behavior of solutions of Black-Scholes type equations based on weakly dependent random variables (Q4914923)
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scientific article; zbMATH DE number 6154402
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| English | Asymptotic behavior of solutions of Black-Scholes type equations based on weakly dependent random variables |
scientific article; zbMATH DE number 6154402 |
Statements
15 April 2013
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stochastic difference equation
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strong mixing
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geometric Brownian motion
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0.8612520694732666
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0.8094328045845032
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0.7823694944381714
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0.7774094343185425
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