Analytic Solution of Convection-Diffusion Partial Differential Equations Using Girsanov Theorem, Feynman-Kac Formula and Brownian Bridge
Year of publication: |
2013
|
---|---|
Authors: | Amin, Ahsan |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Analysis | Mathematical analysis |
Extent: | 1 Online-Ressource (15 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 26, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2243024 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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