Stochastic calculus for finance (Q4647609)
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scientific article; zbMATH DE number 6102559
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic calculus for finance |
scientific article; zbMATH DE number 6102559 |
Statements
Stochastic Calculus for Finance (English)
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6 November 2012
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discrete-time processes
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Wiener process
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stochastic integrals
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Itô formula
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stochastic differential equations
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0.8909732699394226
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0.8712987303733826
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0.859845757484436
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0.8549997806549072
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