Publication:4581788
From MaRDI portal
zbMath1413.91100MaRDI QIDQ4581788
N. Issaranusorn, Sanae Rujivan, Khamron Mekchay
Publication date: 21 August 2018
Full work available at URL: http://www.math.sci.nu.ac.th/ojs302/index.php/jnao/article/view/16
91G20: Derivative securities (option pricing, hedging, etc.)
60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)