Supplement to : Simplified stochastic calculus with applications in Economics and Finance
Year of publication: |
[2021]
|
---|---|
Authors: | Černý, Aleš ; Ruf, Johannes |
Publisher: |
[S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Finanzmathematik | Mathematical finance | Theorie | Theory |
Description of contents: |
This document is designed as supplementary material to Cerny and Ruf (2019) Simplified stochastic calculus with applications in Economics and Finance
|
-
Modular pricing of options : an application of Fourier analysis
Zhu, Jianwei, (2000)
-
Stochastic processes : from physics to finance
Paul, Wolfgang, (1999)
-
The econometric modelling of financial time series
Mills, Terence C., (1994)
- More ...
-
Simplified Stochastic Calculus via Semimartingale Representations
Černý, Aleš, (2021)
-
Simplified Calculus for Semimartingales : Multiplicative Compensators and Changes of Measure
Černý, Aleš, (2021)
-
Simplified Stochastic Calculus With Applications in Economics and Finance
Černý, Aleš, (2021)
- More ...