Discrete stochastic calculus and its applications: an expository note (Q2920946)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete stochastic calculus and its applications: an expository note |
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Discrete stochastic calculus and its applications: an expository note (English)
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29 September 2014
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discrete analogue of the Itō formula
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optimal portfolio problem
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discrete Hamilton-Jacobi-Bellman equation
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pricing of exchange options
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