Article
Licensed
Unlicensed
Requires Authentication
The Infinite Dimensional Henstock Integral and Problems of Black-Scholes Expectation
-
P. Muldowney
Published/Copyright:
June 7, 2010
Abstract
Using arguments which apply equally well to the study of Brownian motion and Feynman path integrals, the relationship between two expressions which arise in derivative asset pricing theory is examined. Detailed explanations are given for some of the key points in the theory of Henstock integrals in function spaces.
Key words and phrases.: Geometric Brownian motion; Feynman path integrals
Received: 2001-01-19
Revised: 2002-06-29
Published Online: 2010-06-07
Published in Print: 2002-June
© Heldermann Verlag
You are currently not able to access this content.
You are currently not able to access this content.
Articles in the same Issue
- The Infinite Dimensional Henstock Integral and Problems of Black-Scholes Expectation
- An Explicit Formula for Solutions of Some System of Linear Delay Difference Equations
- Existence and Controllability Results for Nonlinear Differential Inclusions with Nonlocal Conditions in Banach Spaces
- Results on Singular Distribution Products of Mikusiński Type
- A Quasistatic Contact Problem with Slip Dependent Coefficient of Friction for Elastic Materials
- Linear Fredholm Integral Equations and the Integral of Kurzweil
- On Trigonometric-Like Decompositions of Functions with Respect to the Cyclic Group of Order n
- The Existence and Uniqueness of Solution of One Coupled Plate Thermomechanics Problem
- On the Stationary Flow of the Power Law Fluid in 2D
Articles in the same Issue
- The Infinite Dimensional Henstock Integral and Problems of Black-Scholes Expectation
- An Explicit Formula for Solutions of Some System of Linear Delay Difference Equations
- Existence and Controllability Results for Nonlinear Differential Inclusions with Nonlocal Conditions in Banach Spaces
- Results on Singular Distribution Products of Mikusiński Type
- A Quasistatic Contact Problem with Slip Dependent Coefficient of Friction for Elastic Materials
- Linear Fredholm Integral Equations and the Integral of Kurzweil
- On Trigonometric-Like Decompositions of Functions with Respect to the Cyclic Group of Order n
- The Existence and Uniqueness of Solution of One Coupled Plate Thermomechanics Problem
- On the Stationary Flow of the Power Law Fluid in 2D
