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Martingale representation theorem
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1	Statistics 955 Stochastic Calculus and Financial Applications Professor J. Michael Steele Prerequisites: This course is designed for students who want to develop professional skill in stochastic calculus and its applicat Add to Reading List Source URL: www-stat.wharton.upenn.edu Language: English - Date: 2011-09-10 17:01:52 Martingale theory Mathematical finance Integral calculus Girsanov theorem Stochastic calculus Black–Scholes Martingale representation theorem Martingale J. Michael Steele Statistics Stochastic processes Probability theory
2	Stochastic Calculus for Finance, AME, MT 1998, Problems 1 Stochastic Calculus for Finance Michaelmas Term 1998: Problems for solution Add to Reading List Source URL: www-stat.wharton.upenn.edu Language: English - Date: 2010-12-11 08:07:57 Wiener process Risk-neutral measure Black–Scholes Brownian motion Quadratic variation Martingale Ornstein–Uhlenbeck process Stochastic calculus Martingale representation theorem Statistics Stochastic processes Probability theory
3	Basic Facts about Brownian Motion, Stochastic Integration and Stochastic Differential Equations M.Yor(1),(2) July 5, [removed]) Add to Reading List Source URL: www.math.upatras.gr Language: English - Date: 2005-07-09 12:18:50 Martingale theory Itō calculus Semimartingale Quadratic variation Martingale representation theorem Girsanov theorem Martingale Local martingale Brownian motion Statistics Stochastic processes Probability theory
4	Some highlights on the work in probability theory in India during 1980–2008: A report K R PARTHASARATHY Emeritus Distinguished Scientist, Indian Statistical Institute, 7, S.J.S. Sansanwal Marg, New Delhi[removed], India Add to Reading List Source URL: www.ias.ac.in Language: English - Date: 2010-02-23 07:06:40 Martingale theory Quantum probability Markov chain Brownian motion Stochastic Random walk Wiener process Martingale representation theorem Martingale Statistics Probability theory Stochastic processes
5	PDF Document Add to Reading List Source URL: www.stanford.edu Language: English - Date: 2008-07-03 13:44:30 Mathematical finance Martingale theory Stochastic calculus Options Risk-neutral measure Black–Scholes Girsanov theorem Martingale representation theorem Itō calculus Statistics Stochastic processes Probability theory
6	PDF Document Add to Reading List Source URL: math.nyu.edu Language: English - Date: 2005-10-06 11:46:38 Stochastic processes Game theory Martingale Stopping time Optional stopping theorem Futures contract Risk-neutral measure Martingale representation theorem Statistics Martingale theory Probability theory

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