Elementary stochastic calculus for finance with infinitesimals (Q5270024): Difference between revisions

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Latest revision as of 00:45, 14 July 2024

scientific article; zbMATH DE number 6736747
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English
Elementary stochastic calculus for finance with infinitesimals
scientific article; zbMATH DE number 6736747

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    Elementary stochastic calculus for finance with infinitesimals (English)
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    28 June 2017
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    equivalent martingale measure
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    option pricing
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    stochastic processes
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    non-standard analysis
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