The Interval Market Model in Mathematica
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Bernhard, Pierre; Engwerda, Jacob C.; Roorda, Berend; Schumacher, J.M.; Kolokolt
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Article
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2012
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Springer New York
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English
β 499 KB
Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance.Β These theories didΒ away with the standard stochastic geometric diffusion βSamuelsonβ market model (also known as the Black-Scholes model because it is used in that most famous