Local times for typical price paths and pathwise Tanaka formulas (Q2515913)
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scientific article; zbMATH DE number 6471524
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| default for all languages | No label defined |
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| English | Local times for typical price paths and pathwise Tanaka formulas |
scientific article; zbMATH DE number 6471524 |
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Local times for typical price paths and pathwise Tanaka formulas (English)
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7 August 2015
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local times
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Itō formula
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model uncertainty
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Tanaka formula
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financial mathematics
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0.8016104102134705
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0.7938489317893982
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0.771031379699707
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0.7663564682006836
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0.7658066749572754
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