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Showing 1 to 1 of 1 for “"stochastic calulus"”.
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The Martingale Approach to Financial Mathematics
… connections between martingale theory, stochastic calculus, and measure-theoretic probability. We first consider a simple binomial model in discrete time, and assume the impossibility of earning a riskless profit, known as arbitrage. Under this no-arbitrage assumption alone, we stumble …