Stochastic Calculus and Financial Applications
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15

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1

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Published By Springer New York

9781441928627, 9781468493054

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Itô’s Formula

Stochastic Calculus and Financial Applications ◽

10.1007/978-1-4684-9305-4_8 ◽

2001 ◽

pp. 111-135

Author(s):

J. Michael Steele

Keyword(s):

Itô’S Formula ◽

Itô's Formula ◽

Ito’S Formula ◽

Ito's Formula

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Martingales: The Next Steps

Stochastic Calculus and Financial Applications ◽

10.1007/978-1-4684-9305-4_4 ◽

2001 ◽

pp. 43-60

Author(s):

J. Michael Steele

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Random Walk and First Step Analysis

Stochastic Calculus and Financial Applications ◽

10.1007/978-1-4684-9305-4_1 ◽

2001 ◽

pp. 1-10

Author(s):

J. Michael Steele

Keyword(s):

Random Walk

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Arbitrage and Martingales

Stochastic Calculus and Financial Applications ◽

10.1007/978-1-4684-9305-4_14 ◽

2001 ◽

pp. 233-261

Author(s):

J. Michael Steele

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Localization and Itô’s Integral

Stochastic Calculus and Financial Applications ◽

10.1007/978-1-4684-9305-4_7 ◽

2001 ◽

pp. 95-109

Author(s):

J. Michael Steele

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Richness of Paths

Stochastic Calculus and Financial Applications ◽

10.1007/978-1-4684-9305-4_5 ◽

2001 ◽

pp. 61-78

Author(s):

J. Michael Steele

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The Feynman-Kac Connection

Stochastic Calculus and Financial Applications ◽

10.1007/978-1-4684-9305-4_15 ◽

2001 ◽

pp. 263-275

Author(s):

J. Michael Steele

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Stochastic Differential Equations

Stochastic Calculus and Financial Applications ◽

10.1007/978-1-4684-9305-4_9 ◽

2001 ◽

pp. 137-151

Author(s):

J. Michael Steele

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations

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Itô Integration

Stochastic Calculus and Financial Applications ◽

10.1007/978-1-4684-9305-4_6 ◽

2001 ◽

pp. 79-94

Author(s):

J. Michael Steele

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Brownian Motion

Stochastic Calculus and Financial Applications ◽

10.1007/978-1-4684-9305-4_3 ◽

2001 ◽

pp. 29-42 ◽

Cited By ~ 1

Author(s):

J. Michael Steele

Keyword(s):

Brownian Motion

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