Stochastic analysis for obtuse random walks (Q495716)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6482267
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic analysis for obtuse random walks |
scientific article; zbMATH DE number 6482267 |
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
0.7469664216041565
0 references
0.7368209362030029
0 references
0.7189062833786011
0 references
