scientific article; zbMATH DE number 5026335

zbMATH Open1089.91504MaRDI QIDQ5467780FDOQ5467780

T. V. Shovkoplyas

Publication date: 24 May 2006

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

zbMATH Keywords

stochastic differential equationfinancial modelstochastic processIto's formula

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cited In (3)

• Stochastic models of financial mathematics
• A nonautonomous Cox-Ingersoll-Ross equation with growing initial conditions
• The Riccati equation in mathematical finance.

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