Simplified stochastic calculus with applications in economics and finance (Q2030297)

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Simplified stochastic calculus with applications in economics and finance
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    title
    Simplified stochastic calculus with applications in economics and finance (English)
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    author
    Aleš Černý
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    Johannes Ruf
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    publication date
    7 June 2021
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    Mathematics Subject Classification ID
    60H05
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    60H10
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    60G44
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    60G48
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    60G51
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    91B02
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    91G80
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    zbMATH DE Number
    7355874
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    zbMATH Keywords
    drift
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    Émery formula
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    Girsanov's theorem
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    simplified stochastic calculus
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