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A model of financial market with several interacting assets. Complete market case |
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| Authors: | Sergio Albeverio Victoria Steblovskaya |
| Affiliation: | Institut für Angewandte Mathematik, Universit?t Bonn, Wegelerstrasse, 6, D-53115 Bonn, Germany, SFB 256; BiBoS (e-mail: albeverio@uni-bonn.de) IZKS (Bonn), DE |
| Abstract: | |
| Keywords: | : Multidimensional Black-Scholes model linear stochastic differential equations with multiplicative noise complete market pricing of contingent claims |
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