scientific article; zbMATH DE number 1444753

zbMATH Open0951.60004MaRDI QIDQ4952332FDOQ4952332

Authors: Miklós Csörgo 

Publication date: 12 July 2000

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

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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)

Cited In (2)

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

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