Discrete stochastic calculus and its applications: an expository note (Q2920946)
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scientific article; zbMATH DE number 6349146
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Discrete stochastic calculus and its applications: an expository note |
scientific article; zbMATH DE number 6349146 |
Statements
Discrete stochastic calculus and its applications: an expository note (English)
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29 September 2014
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discrete analogue of the Itō formula
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optimal portfolio problem
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discrete Hamilton-Jacobi-Bellman equation
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pricing of exchange options
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0.8146223425865173
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0.8000843524932861
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0.7684711217880249
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0.756986677646637
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