Chapter 5 Brownian Motion, Itô Lemma and the Black–Scholes–Merton Model
| Year of publication: |
2020
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|---|---|
| Authors: | Chakravarty, Satya R. ; Sarkar, Palash |
| Published in: |
An introduction to algorithmic finance, algorithmic trading and blockchain. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-78973-895-7. - 2020, p. 25-34
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| Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1108/978-1-78973-893-320201005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015089861