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No arbitrage in continuous financial markets
Criens, David
- In:
Mathematics and Financial Economics
14
(
2020
)
3
,
pp. 461-506
either modeled as
stochastic
exponential
of an Itô process or a positive diffusion with Markov switching. In particular, we …
Persistent link: https://www.econbiz.de/10014503639
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2
On the combinatorics of iterated stochastic integrals
Jamshidian, Farshid
-
Volkswirtschaftliche Fakultät, …
-
2008
, brackets, exponential and the
stochastic
exponential
. Their form and derivations are combinatorial. The formulae simplify for …
Persistent link: https://www.econbiz.de/10005835576
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