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searching for itô calculus 6 found (24 total)

alternate case: Itô calculus

Bruno Dupire (473 words) [view diff] case mismatch in snippet view article find links to article

known for his contributions to local volatility modeling and Functional Itô Calculus. He is also an Instructor at New York University since 2005, in the Courant
Kunita–Watanabe inequality (187 words) [view diff] no match in snippet view article find links to article
Williams, D. (1987). Diffusions, Markov Processes and Martingales. II, Itô, Calculus. Cambridge University Press. p. 50. doi:10.1017/CBO9780511805141. ISBN 0-521-77593-0
Chris Rogers (mathematician) (255 words) [view diff] case mismatch in snippet view article
Williams, D. (1987). "Diffusions, Markov Processes and Martingales, Itô Calculus". Cambridge University Press. Cite journal requires |journal= (help)
Risk-neutral measure (2,490 words) [view diff] exact match in snippet view article find links to article
-r}{\sigma }}} is known as the market price of risk. Utilizing rules within Itô calculus, one may informally differentiate with respect to t {\displaystyle t}
Rama Cont (1,610 words) [view diff] case mismatch in snippet view article find links to article
Lucia; Cont, Rama (2016). Stochastic Integration by Parts and Functional Itô Calculus. Advanced Courses in Mathematics - CRM Barcelona. doi:10.1007/978-3-319-27128-6
Separation principle in stochastic control (4,916 words) [view diff] exact match in snippet view article find links to article
Williams (2000). Diffusions, Markov processes and martingales: Volume 2, Itô calculus. Cambridge university press.CS1 maint: multiple names: authors list (link)