Local times for typical price paths and pathwise Tanaka formulas (Q2515913)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local times for typical price paths and pathwise Tanaka formulas |
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Local times for typical price paths and pathwise Tanaka formulas (English)
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7 August 2015
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local times
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Itō formula
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model uncertainty
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Tanaka formula
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financial mathematics
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