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Wiener process
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31	Subject Information Guide Stochastic methods in finance STAT920 Semester 1, 2014 Administration and contact details Host Department Host Institution Add to Reading List Source URL: research.amsi.org.au Language: English - Date: 2014-08-18 08:36:10 Mathematical finance Economic model Martingale Wiener process Time series Volatility Statistics Martingale theory Stochastic processes
32	Norbert Wiener David Jerison and Daniel Stroock hrough the week of October 8–14, 1994, a conference entitled “The Legacy of Norbert Wiener: A Centennial Symposium” was held at the Massachusetts Institute of Technol Add to Reading List Source URL: www.tufts.edu Language: English - Date: 2000-03-15 12:59:59 Probability theory Norbert Wiener Brownian motion Wiener process Cybernetics Wiener Eberhard Hopf Arturo Rosenblueth Random walk Statistics Stochastic processes Science
33	Minimax Option Pricing Meets Black-Scholes in the Limit ∗ Jacob Abernethy Rafael M. Frongillo Add to Reading List Source URL: web.eecs.umich.edu Language: English - Date: 2013-10-28 18:03:14 Martingale theory Mathematical finance Equations Options Black–Scholes Wiener process Martingale Lookback option Brownian motion Statistics Stochastic processes Probability theory
34	UK UNLIMITED Procurement Executive - Ministry of Add to Reading List Source URL: www.blacknest.gov.uk Language: English - Date: 2013-11-22 04:39:37 Mathematical analysis Estimation theory Time series analysis Control theory Wiener process Wiener filter Hilbert transform LTI system theory Statistics Stochastic processes Signal processing
35	Stochastic Calculus and Financial Applications Final Take Home Exam (Steele: Fall[removed]Instructions. You may consult any books or articles that you find useful. If you use a result that is not from our text, attach a co Add to Reading List Source URL: www-stat.wharton.upenn.edu Language: English - Date: 2010-12-11 08:08:00 Black–Scholes Wiener process Martingale Hitting time Differential equation Itō diffusion Heat equation Statistics Stochastic processes Brownian motion
36	Pricing Options on Variance in Affine Stochastic Volatility Models Johannes Muhle-Karbe Joint work with Jan Kallsen and Moritz Voß 6th World Congress of the Bachelier Finance Society Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-18 18:54:11 Stochastic processes Options Technical analysis Volatility Stochastic volatility Wiener process Characteristic function Statistics Mathematical finance Probability theory
37	Amomalica, Vol. 25, No. 4, pp[removed], 1989 Pergamon Press ptc. Printed in Great Britain. International Federation of Automatic Control B o o k Reviews Add to Reading List Source URL: doc.utwente.nl Language: English - Date: 2011-08-28 14:05:40 Stochastic differential equations Differential equations Estimation theory Nonlinear filter Filtering problem Stochastic calculus Partial differential equation Stochastic Wiener process Statistics Stochastic processes Control theory
38	Stochastic Calculus and Financial Applications Final Take Home Exam (Steele: Fall[removed]Instructions. You may consult any books or articles that you find useful. If you use a result that is not from our text, attach a co Add to Reading List Source URL: www-stat.wharton.upenn.edu Language: English - Date: 2013-12-11 16:06:34 Martingale Brownian motion Quadratic variation Feynman–Kac formula Stopping time Risk-neutral measure Local martingale Wiener process Itō diffusion Statistics Stochastic processes Black–Scholes
39	A SIMPLE PROOF OF A RESULT OF A. NOVIKOV arXiv:math.PR[removed]v1 1 Jul 2002 N.V. KRYLOV Add to Reading List Source URL: www-stat.wharton.upenn.edu Language: English - Date: 2013-12-08 15:36:48 Wiener process Asymptotic analysis Measure theory Mathematical analysis Calculus Continuous function
40	Stochastic Calculus for Finance, AME, MT 1998, Problems 1 Stochastic Calculus for Finance Michaelmas Term 1998: Problems for solution Add to Reading List Source URL: www-stat.wharton.upenn.edu Language: English - Date: 2010-12-11 08:07:57 Wiener process Risk-neutral measure Black–Scholes Brownian motion Quadratic variation Martingale Ornstein–Uhlenbeck process Stochastic calculus Martingale representation theorem Statistics Stochastic processes Probability theory