Simplified stochastic calculus with applications in economics and finance (Q2030297)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Simplified stochastic calculus with applications in economics and finance |
scientific article |
Statements
Simplified stochastic calculus with applications in economics and finance (English)
0 references
7 June 2021
0 references
drift
0 references
Émery formula
0 references
Girsanov's theorem
0 references
simplified stochastic calculus
0 references