7 edition of Continuous -Time Finance (Macroeconomics and Finance) found in the catalog.
August 1, 1992
by Blackwell Publishing Limited
Written in English
|The Physical Object|
|Number of Pages||752|
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This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô’s formula, the optional stopping theorem and Girsanov’s theorem, are treatedBrand: Springer International Publishing.
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