Stochastic Integration

Ernst Eberlein and Jan Kallsen
Additional contact information
Ernst Eberlein: University of Freiburg
Jan Kallsen: Kiel University

Chapter Chapter 3 in Mathematical Finance, 2019, pp 171-248 from Springer

Abstract: Abstract Traditional stochastic calculus is based on stochastic integration. It constitutes the basis of modern Mathematical Finance. The most important notions and results from the theory are presented in this chapter.

Date: 2019
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprfcp:978-3-030-26106-1_3

Ordering information: This item can be ordered from
http://www.springer.com/9783030261061

DOI: 10.1007/978-3-030-26106-1_3

Access Statistics for this chapter

More chapters in Springer Finance from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().