scientific article; zbMATH DE number 1210652

MaRDI QIDQ4213630zbMATH OpenFDO

Authors M. Mania

Publication date 18 May 1999

zbMATH Keywords

Black-Scholes equationbond price processItô processMarkov propertysecurity market modelstochastic differential equation

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Decision theory (91B06)

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