Anticipative stochastic calculus with applications to financial markets
In this thesis, we study both local time and Malliavin calculus and their application to stochastic calculus and nance. In the rst part, we analyze three aspects of applications of local time. We rst focus on the existence of the generalized covariation process and give an approximation when i...
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| Format: | Others |
| Language: | en |
| Published: |
2010
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| Online Access: | http://hdl.handle.net/10539/7713 |