Exploring Stochastic 20 Chapter 7 Recording 2
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- Stopping times.
- Density of simple adapted processes.
- Application of stopping times.
- Stopped continuous martingales.
- Existence of conditional expectations.
In-Depth Information on Stochastic 20 Chapter 7 Recording 2
Black-Scholes-Merton model. SDE for asset pricing. Definitions and examples of conditional expectations. Ito integral of continuous functions of the Brownian motion.
Nowhere differentiability of the Brownian trajectories.
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