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Calculus and “Digitalization” in Finance: Change of Time Method and Stochastic Taylor Expansion with Computation of Expectation

  • Yılmaz F
  • Öz H
  • Weber G
DOI: 10.1007/978-3-319-04849-9_42
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Abstract

In this chapter, we give a review and new interpretations on the solution of stochastic differential equation by using the change of time method and the numerical solution with …

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Yılmaz, F., Öz, H., & Weber, G.-W. (2014). Calculus and “Digitalization” in Finance: Change of Time Method and Stochastic Taylor Expansion with Computation of Expectation (pp. 739–753). https://doi.org/10.1007/978-3-319-04849-9_42

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