scientific article; zbMATH DE number 484154

MaRDI QIDQ4275035zbMATH OpenFDO

Authors Paul Wilmott, C. Atkinson

Publication date 13 April 1994

zbMATH Keywords

path-dependent random variablesstochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62)

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