Continuous Stochastic Calculus with Applications to Finance
Finance, mathematical models
Stochastic analysis
Wiskundige modellen
Modèles mathématiques
Finances
Mathematical models
Finance
BUSINESS & ECONOMICS
"This text provides a rigorous development of the theory of stochastic integration as it applies to the valuation of derivative securities. It includes all the tools necessary for readers to understand the construction of the stochastic integral with respect to a general continuous semimartingale."-…
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