scientific article; zbMATH DE number 1559037

MaRDI QIDQ4528282zbMATH OpenFDO

Authors Shimeng Xu

Publication date 31 January 2001

zbMATH Keywords

arbitragedeflatoroption pricewealth process

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cited in

(1)

• Principles for modelling financial markets

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