Pages that link to "Item:Q4890046"
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The following pages link to From discrete to continuous stochastic calculus (Q4890046):
Displayed 4 items.
- First steps towards an equilibrium theory for Lévy financial markets (Q470675) (← links)
- A high-order Markov-switching model for risk measurement (Q980081) (← links)
- Elementary stochastic calculus for finance with infinitesimals (Q5270024) (← links)
- Equilibrium Pricing of Derivative Securities in Dynamically Incomplete Markets (Q5431993) (← links)