Stochastic model for market stocks with floors
Year of publication: |
2007
|
---|---|
Authors: | Villarroel, Javier |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 382.2007, 1, p. 321-329
|
Publisher: |
Elsevier |
Subject: | Option and derivative pricing | Econophysics | Stochastic differential equations |
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