The Black-Scholes equation with impulses at random times via generalized Riemann integral (2021)
Source: Proceedings of the Singapore National Academy of Science. Unidade: ICMC
Subjects: EQUAÇÕES DIFERENCIAIS ESTOCÁSTICAS, INTEGRAÇÃO, INTEGRAL DE RIEMANN, INTEGRAL DE HENSTOCK
ABNT
BONOTTO, Everaldo de Mello e FEDERSON, Marcia e MULDOWNEY, P. The Black-Scholes equation with impulses at random times via generalized Riemann integral. Proceedings of the Singapore National Academy of Science, v. 15, n. 1, p. 45-59, 2021Tradução . . Disponível em: https://doi.org/10.1142/S2591722621400068. Acesso em: 18 nov. 2024.APA
Bonotto, E. de M., Federson, M., & Muldowney, P. (2021). The Black-Scholes equation with impulses at random times via generalized Riemann integral. Proceedings of the Singapore National Academy of Science, 15( 1), 45-59. doi:10.1142/S2591722621400068NLM
Bonotto E de M, Federson M, Muldowney P. The Black-Scholes equation with impulses at random times via generalized Riemann integral [Internet]. Proceedings of the Singapore National Academy of Science. 2021 ; 15( 1): 45-59.[citado 2024 nov. 18 ] Available from: https://doi.org/10.1142/S2591722621400068Vancouver
Bonotto E de M, Federson M, Muldowney P. The Black-Scholes equation with impulses at random times via generalized Riemann integral [Internet]. Proceedings of the Singapore National Academy of Science. 2021 ; 15( 1): 45-59.[citado 2024 nov. 18 ] Available from: https://doi.org/10.1142/S2591722621400068