8 Time-Continuous Model

Hens, Thorsten; Rieger, Marc Oliver

doi:10.1007/978-3-662-59889-4_16

Thorsten Hens³ &
Marc Oliver Rieger⁴

Part of the book series: Springer Texts in Business and Economics ((STBE))

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Abstract

$$\displaystyle d(W^{2}) = 2WdW + \frac {1}{2}^{2}(dW)^{2} = 2WdW + dt.$$

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Authors and Affiliations

Department of Banking and Finance, University of Zurich, Zürich, Switzerland
Thorsten Hens
Department of Business Administration, University of Trier, Trier, Germany
Marc Oliver Rieger

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Thorsten Hens
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Marc Oliver Rieger
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Hens, T., Rieger, M.O. (2019). 8 Time-Continuous Model. In: Solutions to Financial Economics. Springer Texts in Business and Economics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-59889-4_16

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DOI: https://doi.org/10.1007/978-3-662-59889-4_16
Published: 26 October 2019
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-662-59887-0
Online ISBN: 978-3-662-59889-4
eBook Packages: Economics and FinanceEconomics and Finance (R0)

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