Lecture Notes in Mathematics - Stochastic Calculus with Infinitesimals
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Published By Springer Berlin Heidelberg

9783642331480, 9783642331497

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Radically Elementary Stochastic Integrals

Lecture Notes in Mathematics - Stochastic Calculus with Infinitesimals ◽

10.1007/978-3-642-33149-7_3 ◽

2012 ◽

pp. 19-34 ◽

Cited By ~ 1

Author(s):

Frederik S. Herzberg

Keyword(s):

Stochastic Integrals

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Excursion to Financial Economics: A Radically Elementary Approach to the Fundamental Theorems of Asset Pricing

Lecture Notes in Mathematics - Stochastic Calculus with Infinitesimals ◽

10.1007/978-3-642-33149-7_5 ◽

2012 ◽

pp. 45-53

Author(s):

Frederik S. Herzberg

Keyword(s):

Asset Pricing ◽

Financial Economics ◽

Elementary Approach ◽

Fundamental Theorems

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Excursion to Financial Engineering: Volatility Invariance in the Black–Scholes Model

Lecture Notes in Mathematics - Stochastic Calculus with Infinitesimals ◽

10.1007/978-3-642-33149-7_6 ◽

2012 ◽

pp. 55-59

Author(s):

Frederik S. Herzberg

Keyword(s):

Financial Engineering ◽

Black Scholes Model ◽

Black Scholes

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Final Remarks

Lecture Notes in Mathematics - Stochastic Calculus with Infinitesimals ◽

10.1007/978-3-642-33149-7_10 ◽

2012 ◽

pp. 93-93

Author(s):

Frederik S. Herzberg

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A Radically Elementary Theory of Lévy Processes

Lecture Notes in Mathematics - Stochastic Calculus with Infinitesimals ◽

10.1007/978-3-642-33149-7_9 ◽

2012 ◽

pp. 77-92

Author(s):

Frederik S. Herzberg

Keyword(s):

Lévy Processes ◽

Elementary Theory ◽

Levy Processes

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A Radically Elementary Theory of Itô Diffusions and Associated Partial Differential Equations

Lecture Notes in Mathematics - Stochastic Calculus with Infinitesimals ◽

10.1007/978-3-642-33149-7_7 ◽

2012 ◽

pp. 61-70

Author(s):

Frederik S. Herzberg

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Elementary Theory ◽

Partial Differential

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Infinitesimal Calculus, Consistently and Accessibly

Lecture Notes in Mathematics - Stochastic Calculus with Infinitesimals ◽

10.1007/978-3-642-33149-7_1 ◽

2012 ◽

pp. 1-5

Author(s):

Frederik S. Herzberg

Keyword(s):

Infinitesimal Calculus

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Radically Elementary Probability Theory

Lecture Notes in Mathematics - Stochastic Calculus with Infinitesimals ◽

10.1007/978-3-642-33149-7_2 ◽

2012 ◽

pp. 7-17

Author(s):

Frederik S. Herzberg

Keyword(s):

Probability Theory

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The Radically Elementary Girsanov Theorem and the Diffusion Invariance Principle

Lecture Notes in Mathematics - Stochastic Calculus with Infinitesimals ◽

10.1007/978-3-642-33149-7_4 ◽

2012 ◽

pp. 35-44

Author(s):

Frederik S. Herzberg

Keyword(s):

Invariance Principle ◽

Girsanov Theorem

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Excursion to Mathematical Physics: A Radically Elementary Definition of Feynman Path Integrals

Lecture Notes in Mathematics - Stochastic Calculus with Infinitesimals ◽

10.1007/978-3-642-33149-7_8 ◽

2012 ◽

pp. 71-75

Author(s):

Frederik S. Herzberg

Keyword(s):

Path Integrals ◽

Mathematical Physics ◽

Feynman Path ◽

Feynman Path Integrals ◽

Definition Of

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Lecture Notes in Mathematics - Stochastic Calculus with InfinitesimalsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

Radically Elementary Stochastic Integrals

Excursion to Financial Economics: A Radically Elementary Approach to the Fundamental Theorems of Asset Pricing

Excursion to Financial Engineering: Volatility Invariance in the Black–Scholes Model

Final Remarks

A Radically Elementary Theory of Lévy Processes

A Radically Elementary Theory of Itô Diffusions and Associated Partial Differential Equations

Infinitesimal Calculus, Consistently and Accessibly

Radically Elementary Probability Theory

The Radically Elementary Girsanov Theorem and the Diffusion Invariance Principle

Excursion to Mathematical Physics: A Radically Elementary Definition of Feynman Path Integrals

Lecture Notes in Mathematics - Stochastic Calculus with Infinitesimals
Latest Publications