|
|||||
|
|
Existence and Uniqueness of Martingale Solutions to Option Pricing Equations with Noise |
|
| Authors: | Zhao Jun Zhou Ru Zhao Peibiao |
| Institution: | 1.Department of Applied Mathematics, Nanjing University of Science and Technology, Nanjing, 210094, Jiangsu, China ; |
| Abstract: | Lithuanian Mathematical Journal - We introduce a new option pricing equation with noise in a frictional financial market, which is fully different from the classical option pricing equation, and... |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ | |