Solutions to Financial Economics pp 207-211 | Cite as

8 Time-Continuous Model

• Authors
• Authors and affiliations

• Thorsten Hens
• Marc Oliver Rieger

Chapter

First Online: 26 October 2019

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

Abstract

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

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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