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Stochastic Methods in Economics and Finance.
321
Citations
0
References
1984
Year
EconomicsFinancial EconomicsAsset PricingEngineeringStochastic MethodsStochastic CalculusBusinessStochastic AnalysisStochastic SystemsStochastic VolatilityFinanceFinancial Mathematics
Stochastic calculus provides the mathematical foundation for applications in economics and finance. The paper reports results derived from probability theory. The publication includes a foreword by W.A.
Foreword (W.A. Brock). Results from Probability. Stochastic Calculus. Applications in Economics. Applications in Finance. Selected Bibliography.