Video library: Manuel L. Esquivel, An example of a financial market model obtained by Euler discretization of a continuous model

International conference "Prokhorov and Probability Theory" dedicated to the 90th anniversary of birth of Yu. V. Prokhorov
December 17, 2019 11:30, Steklov Mathematical Institute, Faculty of Computational Mathematics and Cybernetics MSU, Moscow, Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics, 1/52 Leninskie Gory, aud. P-13 (П-13)

An example of a financial market model obtained by Euler discretization of a continuous model Manuel L. Esquível NOVA University Lisbon, Portugal
Language: English