Modelling of stock price changes: a real analysis approach

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The paper discusses a path-wise approach to stock price modelling.
24 pages, AMSTEX

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Probability, Classical Analysis and ODEs

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http://salesiana.dossiersoluciones.com/handle/123456789/59271

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0005238
 http://arxiv.org/abs/math/0005238
 Finance and Stochastics 4, 343-369 (2000)

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arXiv