scientific article; zbMATH DE number 5957543

MaRDI QIDQ3174209zbMATH OpenFDO

Authors

Publication date 12 October 2011

Full work available at URL http://online.watsci.org/abstract_pdf/2010v17/v17n3b-pdf/6.pdf

zbMATH Keywords

assetsItô's formulaerational expectation modelstochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02)

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