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Solutions to Financial Economics pp 47–48Cite as

8 Time-Continuous Model

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Abstract

Let W be a Wiener process. Find the expressions for

$$\displaystyle d(W^{2}) \; \text{and } (dW)^{2}.$$

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Authors and Affiliations

  1. Department of Banking and Finance, University of Zurich, Zürich, Switzerland

    Thorsten Hens

  2. Department of Business Administration, University of Trier, Trier, Germany

    Marc Oliver Rieger

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  1. Thorsten Hens
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  2. 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_8

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  • DOI: https://doi.org/10.1007/978-3-662-59889-4_8

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  • 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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