加载中…
2002-03-07
Stochastic Calculus for Assets with Non-Gaussian Price Fluctuations
Hagen Kleinert
文献摘要
From the path integral formalism for price fluctuations with non-Gaussian distributions I derive the appropriate stochastic calculus replacing Ito’s calculus for stochastic fluctuations.
讨论
0讲解博客
生成讲解博客的中文版本
AI智能校验
生成AI智能校验的中文版本