Open AccessAssessment of Contingent Liabilities for Risk Assets Evolutions Built on Brownian Motion
Author(s) -
N. S. Gonchar
Publication year - 2020
Publication title -
advances in pure mathematics
Language(s) - English
Resource type - Journals
eISSN - 2160-0368
pISSN - 2160-0384
DOI - 10.4236/apm.2020.105016
Subject(s) - mathematics , hedge , geometric brownian motion , stochastic game , generalization , brownian motion , mathematical economics , econometrics , class (philosophy) , contingent liability , type (biology) , economics , diffusion process , finance , statistics , computer science , mathematical analysis , ecology , economy , artificial intelligence , biology , service (business) , debt