New answers tagged stochastic-calculus
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Ito's lemma in stochastic volatility models
If we work on a probability space $(\Omega,\mathfrak{F},\mathbb{R})$ endowed with a filtration $\mathbb{F}=(\mathfrak{F}_t)_{t\geq0}$, Itô's Lemma is applicable to Itô processes, requiring the ...
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