A discrete Itō calculus approach to He's framework for multi-factor discrete markets (Q867695)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A discrete Itō calculus approach to He's framework for multi-factor discrete markets |
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A discrete Itō calculus approach to He's framework for multi-factor discrete markets (English)
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16 February 2007
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discrete Itō formula
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finite difference scheme
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discrete-time multi-asset market
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