Introduction to Stochastic Differential Equations (SDEs) for Finance

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Publication:6261069

arXiv1504.05309MaRDI QIDQ6261069FDOQ6261069


Authors: Andrew Papanicolaou Edit this on Wikidata


Publication date: 21 April 2015

Abstract: These are course notes on the application of SDEs to options pricing. The author was partially supported by NSF grant DMS-0739195.













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