STOCHASTIC DIFFERENTIAL-EQUATIONS IN FINANCE

被引：3

作者：

SHARP, KP

机构：

[1] Department of Statistics, Actuarial Science University of Waterloo, Waterloo

来源：

关键词：

D O I：

10.1016/0096-3003(90)90041-Z

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

[No abstract available]

引用

页码：131 / 148

页数：18

共 50 条

[1] STOCHASTIC DIFFERENTIAL-EQUATIONS IN FINANCE
SHARP, KP
[J]. APPLIED MATHEMATICS AND COMPUTATION, 1990, 39 (03) : S207 - S224
[2] APPROXIMATION OF ORDINARY DIFFERENTIAL-EQUATIONS BY STOCHASTIC DIFFERENTIAL-EQUATIONS
VERETENNIKOV, AY
[J]. MATHEMATICAL NOTES, 1983, 33 (5-6) : 476 - 477
[3] STOCHASTIC DIFFERENTIAL-EQUATIONS
VASUDEVAN, R
[J]. LECTURE NOTES IN PHYSICS, 1983, 184 : 37 - 53
[4] CONNECTIONS BETWEEN STOCHASTIC DIFFERENTIAL-EQUATIONS AND ORDINARY DIFFERENTIAL-EQUATIONS
DOSS, H
[J]. COMPTES RENDUS HEBDOMADAIRES DES SEANCES DE L ACADEMIE DES SCIENCES SERIE A, 1976, 283 (13): : 939 - 942
[5] ANTICIPATING STOCHASTIC DIFFERENTIAL-EQUATIONS
NUALART, D
[J]. BULLETIN DES SCIENCES MATHEMATIQUES, 1993, 117 (01): : 49 - 62
[6] STABILITY OF STOCHASTIC DIFFERENTIAL-EQUATIONS
IUDAEV, GS
[J]. PMM JOURNAL OF APPLIED MATHEMATICS AND MECHANICS, 1977, 41 (03): : 427 - 433
[7] QUANTUM STOCHASTIC DIFFERENTIAL-EQUATIONS
ALICKI, R
RUDNICKI, S
SADOWSKI, S
[J]. ACTA PHYSICA POLONICA B, 1992, 23 (04): : 317 - 322
[8] MULTIVALUED STOCHASTIC DIFFERENTIAL-EQUATIONS
CEPA, E
[J]. COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1994, 319 (10): : 1075 - 1078
[9] STATIONARITY AND STOCHASTIC DIFFERENTIAL-EQUATIONS
BENAROYA, H
[J]. APPLIED MATHEMATICAL MODELLING, 1990, 14 (12) : 649 - 654
[10] SIMULATION OF STOCHASTIC DIFFERENTIAL-EQUATIONS
SAITO, Y
MITSUI, T
[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1993, 45 (03) : 419 - 432