Application of stochastic integral and martingale to asset pricing
碩士 === 國立中央大學 === 數學系 === 85 === In the last few years, martingales and stochastic integration have been widely used to describe the behavior of markets or to derive computingmethods. The theme of this paper is discussing about how to p...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/08305537027993727216 |