Advances in Pure Mathematics

Vol.10 No.5(2020), Paper ID 100108, 38 pages

DOI:10.4236/apm.2020.105016

 

Assessment of Contingent Liabilities for Risk Assets Evolutions Built on Brownian Motion

 

Nicholas Simon Gonchar

 

Bogolyubov Institute for Theoretical Physics of NAS of Ukraine, Kyiv, Ukraine

 

Copyright © 2020 Nicholas Simon Gonchar et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Gonchar, N. (2020) Assessment of Contingent Liabilities for Risk Assets Evolutions Built on Brownian Motion. Advances in Pure Mathematics, 10, 259-296. doi: 10.4236/apm.2020.105016.

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