Showing 1 - 10 of 263,353
In continuous-time stochastic calculus a limit in probability is used to extend the definition of the stochastic integral to the case where the integrand is not square-integrable at the endpoint of the time interval under consideration. When the extension is applied to portfolio strategies,...
Persistent link: https://www.econbiz.de/10009768154
Persistent link: https://www.econbiz.de/10010371412
Persistent link: https://www.econbiz.de/10012509653
Persistent link: https://www.econbiz.de/10012223819
Persistent link: https://www.econbiz.de/10012149810
Persistent link: https://www.econbiz.de/10014450901
Persistent link: https://www.econbiz.de/10014391691
Persistent link: https://www.econbiz.de/10011301130
Persistent link: https://www.econbiz.de/10001238916
Persistent link: https://www.econbiz.de/10001776151