Introduction to Stochastic Differential Equations (SDEs) for Finance

These are course notes on the application of SDEs to options pricing. The author being partially supported by NSF grant DMS-0739195.

Extent:	application/pdf
Series:	Papers.
Type of publication:	Book / Working Paper
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011265235