Chapter

Differential Equations

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/10.1093/0198775180.003.0004
 Differential Equations

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Here the theory developed in the previous chapter is used to analyse stochastic differential equations. These will later on be used to describe the behaviour of asset price processes.

Keywords: asset prices; stochastic differential equation

Chapter.  6961 words.  Illustrated.

Subjects: Financial Markets

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