Aplicaciones de la física estadística en la valoración de activos financieros : de la ecuación de Fokker-Planck al modelo de Black-Scholes ; solución en diferencias finitas para una opción PUT europea
José Rafael Caro Barrera
| Alternative title: | Statistical physics applications for the valuation of financial assets : from the Fokker-Planck equation to the Black-Scholes model ; finite difference solution for European Put options |
|---|---|
| Year of publication: |
2019
|
| Authors: | Caro Barrera, José Rafael |
| Published in: |
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada. - Madrid, ISSN 1133-3197, ZDB-ID 2508178-0. - Vol. 37.2019, 2, p. 13-28
|
| Subject: | Statistical Physics | Econophysics | Stochastic Processes | Computational Methods | Financial Derivatives | Finite Elements | Diffusion Process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | Spanish |
| Notes: | Zusammenfassung in englischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012062758