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Stochastic Integrals and Conditional Full Support - MaRDI portal

Stochastic Integrals and Conditional Full Support (Q4933191)

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scientific article; zbMATH DE number 5798758
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English
Stochastic Integrals and Conditional Full Support
scientific article; zbMATH DE number 5798758

    Statements

    title
    Stochastic Integrals and Conditional Full Support (English)
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    author
    Mikko S. Pakkanen
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    publication date
    12 October 2010
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    zbMATH Keywords
    conditional full support
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    stochastic integral
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    stochastic volatility
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    stochastic differential equation
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    Identifiers

    zbMATH DE Number
    5798758
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    OpenAlex ID
    W3101993491
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    arXiv ID
    0811.1847
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