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 Brownian motion and Ito's lemma | Brownian motions and integration by parts | stochastic calculus | Ito's lemma and stochastic differential equations | geometric Brownian motions and stochastic differential equations |
Exercise sheet 3
Exercises and solutions in LaTex
| Added By: |
Mathbank
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| Date Added: | 22 Apr 2009 12:27 |
| Tags: | Exercise, stochastic calculus, Ito's lemma stochastic differential equations, Integration by Parts, geometric Brownian motions stochastic differential equations, Financial Mathematics, Brownian motions integration by parts, Brownian motion Ito's lemma, mathbank |
| Viewing permissions: | World |
| Link: | http://edshare.soton.ac.uk/id/eprint/2333 |
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