Black–Scholes theory for an underlying with multiple attractors

DOI10.1080/14697680701518035MaRDI QIDQ3605220zbMATH OpenOpenAlexWikidataFDO

Authors Frederik Herzberg

Publication date 23 February 2009

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/14697680701518035

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites work

• Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
• Noise Trading and Exchange Rate Regimes
• The pricing of options and corporate liabilities

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