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- W2118593629 abstract "We recast our recent studies on discrete stochastic processes relevant to a discrete analogue of the Ito formula. This analogous formula for discrete environment is introduced by one of the authors, and has a possibility of many applications in the discrete world.We consider the optimal portfolio problem and the pricing of exchange options. The results indicate certain direct connection between the discrete and the continuous processes through the Ito formula." @default.
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- W2118593629 date "2012-01-01" @default.
- W2118593629 modified "2023-09-27" @default.
- W2118593629 title "Discrete stochastic calculus and its applications: an expository note" @default.
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- W2118593629 doi "https://doi.org/10.1007/978-4-431-54114-1_6" @default.
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