Discrete Stochastic Calculus

Ernst Eberlein and Jan Kallsen
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Ernst Eberlein: University of Freiburg
Jan Kallsen: Kiel University

Chapter Chapter 1 in Mathematical Finance, 2019, pp 5-96 from Springer

Abstract: Abstract The theory of stochastic processes deals with random functions of time such as asset prices, interest rates, and trading strategies. As is also the case for Mathematical Finance, it can be developed in both discrete and continuous time.

Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprfcp:978-3-030-26106-1_1

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DOI: 10.1007/978-3-030-26106-1_1

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