The impact of Kiyoshi Itô´s stochastic calculus of financial economics
We discuss the direct or indirect incorporation into financial economics of Kiyoshi Itô´s work on stochastic calculus, particularly the Itô formula, the relevance of his findings for option pricing theory and the way his work has been used to find a unique option pricing function in a competitive an...
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Institution: | Universidad Externado de Colombia |
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Main Author: | |
Format: | Artículo de revista |
Language: | Español |
Published: |
Facultad de Finanzas, Gobierno y Relaciones Internacionales
2016-10-06
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Subjects: | |
Online Access: | https://bdigital.uexternado.edu.co/handle/001/7576 |
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