Mathematical Research Data Initiative
Main page
Recent changes
Random page
SPARQL
MaRDI@GitHub
New item
In other projects
MaRDI portal item
Discussion
View source
View history
English
Log in

scientific article; zbMATH DE number 1897414

From MaRDI portal
Publication:4802409
Jump to:navigation, search

zbMATH Open1113.91316MaRDI QIDQ4802409FDOQ4802409

Victoria Steblovskaya, S. Albeverio

Publication date: 27 April 2003



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



Recommendations

  • A model of financial market with several interacting assets. Complete market case
  • A Model with Interacting Assets Driven by Poisson Processes
  • Pricing multi-asset options with an external barrier
  • A geometric approach to pricing multi-asset barrier options
  • Robust hedging of barrier options.


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





This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4802409)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4802409&oldid=19113642"
Tools
What links here
Related changes
Printable version
Permanent link
Page information
This page was last edited on 8 February 2024, at 00:52. Warning: Page may not contain recent updates.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki