Advertisement

8 Time-Continuous Model

  • Thorsten Hens
  • Marc Oliver Rieger
Chapter
  • 434 Downloads
Part of the Springer Texts in Business and Economics book series (STBE)

Abstract

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

Copyright information

© Springer-Verlag GmbH Germany, part of Springer Nature 2019

Authors and Affiliations

  • Thorsten Hens
    • 1
  • Marc Oliver Rieger
    • 2
  1. 1.Department of Banking and FinanceUniversity of ZurichZürichSwitzerland
  2. 2.Department of Business AdministrationUniversity of TrierTrierGermany

Personalised recommendations