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Tools from stochastic analysis for Mathematical Finance
The aim of this document is to present the different tools that will be of constant use when proving the different results , let us develop some classical results about the fractional Brownian motion.
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- School: Open University
- Course: Mathematics
- Subject: stochastic analysis for Mathematical Finance
- All documents for this course ›
- Type of report: Tools stochastic analysis
Document
- Section: Studies & Theses
- Made on: 20-07-2022
- Type: .pdf
- Pages: 24
- Language: English
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Subjects of Mathematics - Open University
More Mathematics ›computer science electrical engineering stochastic analysis for mathematical finance
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