scientific article; zbMATH DE number 1979661

MaRDI QIDQ4428031zbMATH OpenFDO

Authors S. S. Artem'ev, M. A. Yakunin

Publication date 14 September 2003

zbMATH Keywords

corporative librariesharmonic oscillationspricing of options

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov processes: estimation; hidden Markov models (62M05) Auctions, bargaining, bidding and selling, and other market models (91B26)

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