Search for tag: "local martingale"

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… local martingale +3 More From Tiziano Vargiolu May 25th, 2022 24 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… martingale representation theorem +5 More From Tiziano Vargiolu May 23rd, 2022 35 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… stochastic integral +4 More From Tiziano Vargiolu April 28th, 2022 35 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.… local martingale +2 More From Tiziano Vargiolu April 27th, 2022 29 plays 0

Lecture 64: stochastic volatility models