Remarks on the transformation of Ito's formula for jump-diffusion processes (Q3121383)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Remarks on the transformation of Ito's formula for jump-diffusion processes |
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Remarks on the transformation of Ito's formula for jump-diffusion processes (English)
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18 March 2019
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Ito's formula
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jump-diffusion processes
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the Black-Scholes equation
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