Akademik Veri Yönetim Sistemi
9th WSEAS International Conference on Simulation, Modelling and Optimization, Budapest, Macaristan, 3 - 05 Eylül 2009, ss.65-68
This article tries to give a balanced representation of the theoretical foundations of mathematical finance, and their implementation. A stochastic differential equation (SDE) describes the increment of a variable, say X, which is driven by one or several underlying random processes. Here these sources of randomness are Brownian motion.