Stochastic analysis for obtuse random walks (Q495716)
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scientific article; zbMATH DE number 6482267
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic analysis for obtuse random walks |
scientific article; zbMATH DE number 6482267 |
Statements
Stochastic analysis for obtuse random walks (English)
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15 September 2015
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obtuse random walks
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discrete-time normal martingales
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stochastic integrals
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chaotic calculus
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option hedging
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0.7469664216041565
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0.7368209362030029
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0.7189062833786011
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