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Discrete Stochastic Calculus

  • Ernst Eberlein
  • Jan Kallsen
Chapter
Part of the Springer Finance book series (FINANCE)

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.

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Copyright information

© Springer Nature Switzerland AG 2019

Authors and Affiliations

  • Ernst Eberlein
    • 1
  • Jan Kallsen
    • 2
  1. 1.Department of Mathematical StochasticsUniversity of FreiburgFreiburg im BreisgauGermany
  2. 2.Department of MathematicsKiel UniversityKielGermany

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