PDE for Finance Notes – Stochastic Calculus Review
نویسنده
چکیده
The material presented here is covered in the books by Neftci (An Introduction to the Mathematics of Financial Derivatives), or Chang (Stochastic Optimization in Continuous Time). Deeper treatments can be found for example in Shreve (Stochastic Calculus for Finance II), Steele (Stochastic Calculus and Financial Applications), and Oksendal (Stochastic Differential Equations: an Introduction with Applications).
منابع مشابه
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تاریخ انتشار 2011