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"The dX(t)=Xb(X)dt+Xσ(X)dW equation and financial mathematics. I."

Josef Stepán, Petr Dostál (2003)

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DOI: —

access: open

type: Journal Article

metadata version: 2021-02-17

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  - electronic edition @ kybernetika.cz (open access)
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  dblp key:
  - journals/kybernetika/StepanD03
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  persistent URL:
  - https://dblp.org/rec/journals/kybernetika/StepanD03
Josef Stepán, Petr Dostál:
The dX(t)=Xb(X)dt+Xσ(X)dW equation and financial mathematics. I. Kybernetika 39(6): 653-680 (2003)

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