Video library: Manuel L. Esquivel, An example of a financial market model obtained by Euler discretization of a continuous model

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International conference "Prokhorov and Probability Theory" dedicated to the 90th anniversary of birth of Yu. V. Prokhorov
December 17, 2019 11:30–12:15, Steklov Mathematical Institute, Faculty of Computational Mathematics and Cybernetics MSU, Moscow, Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics, 1/52 Leninskie Gory, aud. P-13 (П-13)

An example of a financial market model obtained by Euler discretization of a continuous model

Manuel L. Esquível

NOVA University Lisbon, Portugal

*Video records:*
	MP4	545.9 Mb

Language: English