Drift and the risk-free rate

DOI10.1155/2011/595741zbMath1229.91374WikidataQ58692038 ScholiaQ58692038MaRDI QIDQ642444

Juan-Miguel Gracia

Publication date: 26 October 2011

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2011/595741

Mathematics Subject Classification ID

91G70: Statistical methods; risk measures

60H30: Applications of stochastic analysis (to PDEs, etc.)

91G80: Financial applications of other theories