Introduction to stochastic analysis. Integrals and differential equations (Q3100565)

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scientific article; zbMATH DE number 5979072
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    Introduction to stochastic analysis. Integrals and differential equations
    scientific article; zbMATH DE number 5979072

      Statements

      24 November 2011
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      stochastic integrals
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      stochastic differential equations
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      stochastic financial model
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      Black-Scholes formula
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      numerical solution
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