Exploring Stochastic 20 Chapter 7 Recording 2
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- Nowhere differentiability of the Brownian trajectories.
- SDE theory: uniqueness.
- Ito integral of continuous functions of the Brownian motion.
- Density of simple adapted processes.
- Stopping times.
In-Depth Information on Stochastic 20 Chapter 7 Recording 2
Black-Scholes-Merton model. SDE for asset pricing. Definitions and examples of conditional expectations. Stochastic
Existence of conditional expectations.
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