scientific article; zbMATH DE number 1897414

zbMATH Open1113.91316MaRDI QIDQ4802409FDOQ4802409

Victoria Steblovskaya, S. Albeverio

Publication date: 27 April 2003

Title of this publication is not available (Why is that?)

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Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (4)

• A model of financial market with several interacting assets. Complete market case
• A note on interaction between financial markets
• A Model with Interacting Assets Driven by Poisson Processes
• Asymptotic expansions for SDE's with small multiplicative noise

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