Black–Scholes theory for an underlying with multiple attractors

DOI10.1080/14697680701518035zbMATH Open1154.91447OpenAlexW2035551318WikidataQ57543004 ScholiaQ57543004MaRDI QIDQ3605220FDOQ3605220

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

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

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