A discrete Itô calculus approach to He’s framework for multi-factor discrete markets
| Year of publication: |
2005
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|---|---|
| Authors: | Akahori, Jirô |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 12.2005, 3, p. 273-287
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| Publisher: |
Springer |
| Subject: | Discrete Itô formula | Finite difference scheme | Discrete-time multi-asset market | Primary 91B28 | Secondary 60G50 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005684910