Approximation Methods for Inhomogeneous Geometric Brownian Motion
Year of publication: |
2018
|
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Authors: | Capriotti, Luca |
Other Persons: | Jiang, Yupeng (contributor) ; Shaimerdenova, Gaukhar (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (16 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: International Journal of Theoretical and Applied Finance, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 8, 2018 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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