Chapter

Stochastic Integrals

Tomas Björk

in Arbitrage Theory in Continuous Time

Published in print September 1998 | ISBN: 9780198775188
Published online November 2003 | e-ISBN: 9780191595981 | DOI: http://dx.doi.org/10.1093/0198775180.003.0003
 Stochastic Integrals

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This chapter introduces the main technical tool for arbitrage pricing, namely stochastic integrals.

Keywords: arbitrage pricing; stochastic calculus; stochastic integrals

Chapter.  10369 words.  Illustrated.

Subjects: Financial Markets

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