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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 martingale representation theorem martingale property stochastic volatility From Tiziano Vargiolu 11 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 local martingale filtration generated by a stochastic process brownian motion girsanov theorem girsanov kernel From Tiziano Vargiolu 24 plays 0
Lectures 27-28: the Girsanov theorem and the… duration 1 hour 22 minutes Lectures 27-28: the Girsanov theorem and the… Lectures 27-28: the Girsanov theorem and the martingale representation theorem	Lectures 27-28: the Girsanov theorem and the martingale representation theorem Levy's characterization of Brownian motion. Drift transformation in the Brownian motion and the Girsanov theorem. The martingale representation theorem. Representation of densities of… levy's characterization theorem brownian motion girsanov theorem girsanov kernel drift martingale representation theorem equivalent probabilities density process density of probabilities From Tiziano Vargiolu 28 plays 0