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scientific article; zbMATH DE number 5496999
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| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 5496999 |
Statements
22 January 2009
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Brownian motion
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stochastic integral
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stochastic differential equation
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Ito's formula
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Fokker-Plack equation
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Kolmogorov backward equation
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Matlab/Scilab
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option price
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Black-Scholes equation
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0.93294394
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0.9021371
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0.9017342
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