Pathwise functional lto calculus and its applications to the mathematical finance
Thesis (M.Sc. (Applied Mathematics)) -- University of Limpopo, 2019 === Functional Itˆo calculus is based on an extension of the classical Itˆo calculus to functionals depending on the entire past evolution of the underlying paths and not only on its current value. The calculus builds on F¨ollmer’...
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| Format: | Others |
| Language: | en |
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2021
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| Online Access: | http://hdl.handle.net/10386/3410 |