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Lecture 64: stochastic volatility models duration 1 hour 9 minutes Lecture 64: stochastic volatility models Lecture 64: stochastic volatility models	Lecture 64: stochastic volatility models The martingale representation theorem and stochastic volatility models. local martingale +3 More From Tiziano Vargiolu 21 plays 0
Lecture 62: martingale representation theorem duration 27 minutes 42 seconds Lecture 62: martingale representation theorem Lecture 62: martingale representation theorem	Lecture 62: martingale representation theorem The martingale representation theorem in the case of a multidimensional Brownian motion: representation of L^2 martingales and local martingales. martingale representation theorem +5 More From Tiziano Vargiolu 33 plays 0
Lecture 41: generalized stochastic integral duration 48 minutes 17 seconds Lecture 41: generalized stochastic integral Lecture 41: generalized stochastic integral	Lecture 41: generalized stochastic integral General definition and properties of stochastic integral. stochastic integral +4 More From Tiziano Vargiolu 34 plays 0
Lecture 40: local martingales duration 1 hour 8 minutes Lecture 40: local martingales Lecture 40: local martingales	Lecture 40: local martingales Definition of local martingale. Construction of the stochastic integral for a process with locally square integrable sample paths. local martingale +2 More From Tiziano Vargiolu 27 plays 0

Lecture 64: stochastic volatility models