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Stochastic Calculus for Finance - MaRDI portal

Stochastic Calculus for Finance (Q4647609)

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scientific article; zbMATH DE number 6102559
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English
Stochastic Calculus for Finance
scientific article; zbMATH DE number 6102559

    Statements

    title
    Stochastic Calculus for Finance (English)
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    author
    Capiński, Marek
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    Ekkehard Kopp
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    Janusz Traple
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    publication date
    6 November 2012
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    zbMATH Keywords
    discrete-time processes
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    Wiener process
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    stochastic integrals
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    Itô formula
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    stochastic differential equations
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    Identifiers

    Mathematics Subject Classification ID
    91-01
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    60-01
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    60G05
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    60J65
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    60H05
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    60H10
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    60G44
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    zbMATH DE Number
    6102559
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    OpenAlex ID
    W577343477
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