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scientific article; zbMATH DE number 5159153

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Publication:3441240
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zbMATH Open1117.62116MaRDI QIDQ3441240FDOQ3441240

Victoria S. Skornyakova, Alexander Melnikov, M. M. Moliboga

Publication date: 29 May 2007


Full work available at URL: http://www.ams.org/tpms/2006-73-00/S0094-9000-07-00685-0/home.html

Title of this publication is not available (Why is that?)


zbMATH Keywords

stochastic volatilityfinancial marketBlack and Scholes formula


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of stochastic analysis (to PDEs, etc.) (60H30)








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