On quantitative approximation of stochastic integrals with respect to the geometric Brownian motion
Year of publication: |
1999-12-01
|
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Authors: | Geiss, Stefan |
Publisher: |
Institut für Informationsverarbeitung und -wirtschaft <Wien> |
Subject: | Stochastik | Stochastische Integralgleichung | Finanzmathematik |
Extent: | 376832 bytes 24 p. application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Corporate finance and investment policy. Other aspects ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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