Stochastic analysis for obtuse random walks (Q495716)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic analysis for obtuse random walks |
scientific article |
Statements
Stochastic analysis for obtuse random walks (English)
0 references
15 September 2015
0 references
obtuse random walks
0 references
discrete-time normal martingales
0 references
stochastic integrals
0 references
chaotic calculus
0 references
option hedging
0 references
0 references
