Solution of Convection-Diffusion Partial Differential Equations Using Girsanov Theorem and Conditional Brownian Local Time
Year of publication: |
2013
|
---|---|
Authors: | Amin, Ahsan |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Analysis | Mathematical analysis | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (8 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 17, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2222358 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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