New stochastic calculus
Portfolio Management
2012-11-27 v1 Analysis of PDEs
Abstract
We present new stochastic differential equations, that are more general and simpler than the existing Ito-based stochastic differential equations. As an example, we apply our approach to the investment (portfolio) model.
Keywords
Cite
@article{arxiv.1211.5819,
title = {New stochastic calculus},
author = {Moawia Alghalith},
journal= {arXiv preprint arXiv:1211.5819},
year = {2012}
}