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Some applications of stochastic analysis in financial economics: An outline

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Abstract

The basic features of a recent approach to the theory of continuous trading, are presented.

Sommario

Vengono presentate le linee base di un recente approccio alle opzioni in tempo continuo basato su tecniche di analisi stocastica.

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Authors and Affiliations

  1. Dipartimento di Matematica, Università di Pisa, Pisa, Italia

    Pio Andrea Zanzotto

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  1. Pio Andrea Zanzotto
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Zanzotto, P.A. Some applications of stochastic analysis in financial economics: An outline. Rivista di Matematica per le Scienze Economiche e Sociali 18, 181–198 (1995). https://doi.org/10.1007/BF02096427

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