Introduction to Stochastic Calculus applied to Finance

By Jordan Stoyanov. 2009

67 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/a66fc7639187f1fba778d5dcfeb2f602dbd97f97

Citations in the corpus

• No Arbitrage Without Semimartingales (2009, unknown): “5 of [13]) that for almost every ω ∈ Ω̃, E[1F (π1, π2) | F Ω̃ τ ](ω) = φ(π1ω), where the mapping φ :Ω1 → R is given by φ(ω1) := E[1A(ω1, π2)], φ1 ∈ Ω1.”