model next up previous
Next: payoff Up: vanilla_mf Previous: vanilla_mf

model


\begin{displaymath}
dS_t=(r_d-r_f)S_t\,dt+\sigma S_t\,dW_t
\end{displaymath} (1)




2000-06-11






























MathFinance logo Footer Pic 1 Footer Pic 2 Footer Pic 3 Footer Pic 4 © MathFinance AG
Privacy Policy  |  Disclaimer  |  AGB / Terms and Conditions