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Simplified stochastic calculus with applications in economics and finance - MaRDI portal

Simplified stochastic calculus with applications in economics and finance (Q2030297)

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Simplified stochastic calculus with applications in economics and finance
scientific article

    Statements

    title
    Simplified stochastic calculus with applications in economics and finance (English)
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    author
    Aleš Černý
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    Johannes Ruf
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    publication date
    7 June 2021
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    zbMATH Keywords
    drift
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    Émery formula
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    Girsanov's theorem
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    simplified stochastic calculus
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    cites work
    Q4794153
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    Q2778405
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    Q4778955
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    Q4002114
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    Q5585820
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    Q4151478
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    Q4937701
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    Identifiers

    Mathematics Subject Classification ID
    60H05
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    60H10
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    60G44
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    60G48
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    60G51
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    91B02
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    91G80
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    zbMATH DE Number
    7355874
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    OpenAlex ID
    W3114328116
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    arXiv ID
    1912.03651
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