Stochastic processes. From physics to finance (Q4921547)
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scientific article; zbMATH DE number 6162190
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic processes. From physics to finance |
scientific article; zbMATH DE number 6162190 |
Statements
Stochastic Processes (English)
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10 May 2013
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stochastic processes
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Brownian motion
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stable distributions
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Fokker-Plank equations
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financial modelling
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Black-Scholes model
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0.8710406422615051
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0.7834702134132385
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0.7754929661750793
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0.7728978395462036
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