References
- Ordinary differential equations in Banach Space K.Deimling
- Elliptic partial differential equations of second order D.Gilbarg;N.S.Trudinger
- Lectures on the mathematics of finance I.Karatzas
- Arbitrage pricing of contingent claims S.Muller
Journal of applied mathematics & informatics
- Volume 5 Issue 3
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- Pages.805-810
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- 1998
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- 2734-1194(pISSN)
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- 2234-8417(eISSN)
THE MODEL OF SECURITY MARKET WHEN THE SECURITY PRICE IS A CONTINUOUS SEMIMARTINGALE
Abstract
In this paper we set the stock price model in security market when the price process is a continuous semartingale and find a unigue solution of price process model.