![Stochastic differential equations / Mathematical finance / Normal distribution / Wiener process / Ornstein–Uhlenbeck process / Risk-neutral measure / Martingale / Itō diffusion / Heat equation / Statistics / Stochastic processes / Martingale theory Stochastic differential equations / Mathematical finance / Normal distribution / Wiener process / Ornstein–Uhlenbeck process / Risk-neutral measure / Martingale / Itō diffusion / Heat equation / Statistics / Stochastic processes / Martingale theory](https://www.pdfsearch.io/img/943e0a0d33655d401e9de58152f5d2bc.jpg)
| Document Date: 2007-03-21 16:16:52 Open Document File Size: 202,18 KBShare Result on Facebook
Company Cox / / IndustryTerm mathematical finance / expected utilities / bank account / / Organization European Union / / Person Theorem / / Position Rt / mean-reverting model for the stock prices / mean-reverting model / mean-reverting market model / the self-financing strategy / /
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