A model of financial market with several interacting assets. Complete market case
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Publication:1409836
DOI10.1007/s007800100066zbMath1025.91007MaRDI QIDQ1409836
Victoria Steblovskaya, Sergio A. Albeverio
Publication date: 22 October 2003
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s007800100066
complete market; multidimensional Black-Scholes model; linear stochastic differential equations with multiplicative noise; pricing of continuous clams
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