scientific article; zbMATH DE number 1444753

MaRDI QIDQ4952332zbMATH OpenFDO

Authors Miklós Csörgo

Publication date 12 July 2000

zbMATH Keywords

Wiener processBlack-Scholes formulahistorical developmentItô calculus

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Proceedings, conferences, collections, etc. pertaining to history and biography (01-06) History of probability theory (60-03) History of game theory, economics, and finance (91-03)

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Cited in

(2)

• An exponential functional of random walks
• Financial time operator for random walk markets

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