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Continuous Stochastic Calculus with Applications to Finance - MaRDI portal

Continuous Stochastic Calculus with Applications to Finance

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Publication:2713276

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DOI10.1201/9781420035599zbMath0980.60500OpenAlexW574200887MaRDI QIDQ2713276

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Publication date: 7 May 2001

Full work available at URL: https://doi.org/10.1201/9781420035599

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

Related Items (1)

STATISTICAL CAUSALITY AND MARTINGALE REPRESENTATION PROPERTY WITH APPLICATION TO STOCHASTIC DIFFERENTIAL EQUATIONS

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