Search for tag: "local martingale"

Lecture 64: stochastic volatility models

The martingale representation theorem and…

From  Tiziano Vargiolu 24 plays 0  

Lecture 62: martingale representation theorem

The martingale representation theorem in…

From  Tiziano Vargiolu 37 plays 0  

Lecture 41: generalized stochastic integral

General definition and properties of stochastic…

From  Tiziano Vargiolu 35 plays 0  

Lecture 40: local martingales

Definition of local martingale.…

From  Tiziano Vargiolu 30 plays 0