Brownian motion calculus (Q3509863)
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scientific article; zbMATH DE number 5292585
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Brownian motion calculus |
scientific article; zbMATH DE number 5292585 |
Statements
25 June 2008
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Brownian motion
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martingales
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Itô calculus
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stochastic differential equations
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financial derivatives
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0.8781875371932983
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0.8669085502624512
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