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research article

Super-Diffusive Noise Source in Asset Dynamics

Hongler, Max-Olivier  
2013
Journal Mathematical finance
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Type
research article
DOI
10.4236/jmf.2013.31004
Author(s)
Hongler, Max-Olivier  
Date Issued

2013

Published in
Journal Mathematical finance
Volume

3

Start page

53

End page

58

Subjects

Black-Scholes dynamics

•

non-Gaussian noise sources

•

optimal stopping

•

optimal control

•

diffusive Monge-Ampère equation

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
LPM  
Available on Infoscience
May 24, 2013
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/92385
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