由买买提看人间百态

boards

本页内容为未名空间相应帖子的节选和存档,一周内的贴子最多显示50字,超过一周显示500字 访问原贴
Quant版 - Ito differential equation with multiplicative noise
相关主题
【Stochastic Calculus】one stochastic question , payoff =1/S
[合集] 问JOHN HULL书里面的两个方程。。。[合集] Stochastic Calculus for Finance II: Continuous Time Models,
[合集] An Ito integral question这道题, 我做得对马?(stochastic process)
Kolmogorov 的数学观与业绩--by伊藤清(Ito)科普一下随机微积分
Brownian motion 的4次moment怎么求呢?[合集] 怎么证明 Bt^3 不是 martingale
How to tell if you might be a quant[合集] Interview question:Finance
about the proof of Lévy-Khintchine formula[合集] 如何证明discounted stock price is martingale?
how to pronunce Ito's lemma?A question about Ito's Lemma
相关话题的讨论汇总
话题: ito
进入Quant版参与讨论
1 (共1页)
s******1
发帖数: 1
1
I have been working on this problem.
Could someone tell me that if my solution is correct?
1 (共1页)
进入Quant版参与讨论
相关主题
A question about Ito's LemmaBrownian motion 的4次moment怎么求呢?
[合集] 请教两个Brownian Motion的问题How to tell if you might be a quant
[合集] 请问一个martingale的问题about the proof of Lévy-Khintchine formula
Ito Kiyoshi died on Nov 10 2008how to pronunce Ito's lemma?
【Stochastic Calculus】one stochastic question , payoff =1/S
[合集] 问JOHN HULL书里面的两个方程。。。[合集] Stochastic Calculus for Finance II: Continuous Time Models,
[合集] An Ito integral question这道题, 我做得对马?(stochastic process)
Kolmogorov 的数学观与业绩--by伊藤清(Ito)科普一下随机微积分
相关话题的讨论汇总
话题: ito