Stochastic differential equations in finance (Q5899819)
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scientific article; zbMATH DE number 4149837
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential equations in finance |
scientific article; zbMATH DE number 4149837 |
Statements
Stochastic differential equations in finance (English)
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1990
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The paper reviews the published stochastic models of stock and bond prices. Particular attention is paid to the partial differential equations which result from this analysis and to methods of numerical solution.
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stocks
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diffusion models
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bond prices
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