Introduction to Stochastic Differential Equations (SDEs) for Finance
classification
💱 q-fin.MF
math.PR
keywords
sdesapplicationauthorcoursedifferentialdms-0739195equationsfinance
read the original abstract
These are course notes on the application of SDEs to options pricing. The author was partially supported by NSF grant DMS-0739195.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.