A crash course in stochastic calculus with applications to mathematical finance

P.J.C. Spreij

Research output: Contribution to Journal › Article › Academic

Original language	English
Pages (from-to)	357-388
Number of pages	32
Journal	Quarterly (Centrum voor Wiskunde en Informatica)
Volume	9
Publication status	Published - 1997

Persistent URL (handle)

@article{a17a5ba4773347ccbadf5e179e11159e,

title = "A crash course in stochastic calculus with applications to mathematical finance",

author = "P.J.C. Spreij",

year = "1997",

language = "English",

volume = "9",

pages = "357--388",

journal = "Quarterly (Centrum voor Wiskunde en Informatica)",

issn = "0922-5366",

publisher = "Centrum voor Wiskunde en Informatica",

}