From Measures to Itô Integrals (Q3078326)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | From Measures to Itô Integrals |
scientific article |
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From Measures to Itô Integrals (English)
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18 February 2011
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probabilistic measure theory
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abstract Lebesgue integration
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martingale theory
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stochastic integration
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Black-Scholes formula
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