Ito's integrated formula for strict local martingales (Q5294261)
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scientific article; zbMATH DE number 5174015
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Ito's integrated formula for strict local martingales |
scientific article; zbMATH DE number 5174015 |
Statements
24 July 2007
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local martingale
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Itô-Tanaka formula
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European option
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mathematical finance
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local time
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0.8375362157821655
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0.7630425691604614
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0.7605026364326477
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