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Quantitative Finance
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Strickland
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  • Last seen more than a week ago
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6 Questions

Score Activity Newest Views
5 votes
1 answer
233 views

Ito representation unique up to indistinguishability? Proof?

  • stochastic-calculus
  • martingale
  • itos-lemma
asked Oct 22, 2017 at 11:16
4 votes
0 answers
2k views

Standard definition of multidimensional Brownian Motion with correlations

  • stochastic-processes
  • brownian-motion
asked Sep 15, 2017 at 18:31
1 vote
1 answer
588 views

Stochastic integrals wrt to independent Wiener processes are uncorrelated, but potentially dependent?

  • stochastic-processes
  • stochastic-calculus
  • brownian-motion
asked Sep 30, 2017 at 13:18
1 vote
1 answer
308 views

Extending risk neutral measure to insurance/mortality filtration

  • modeling
  • risk-neutral-measure
  • finance-mathematics
  • insurance
asked Apr 9, 2017 at 12:54
1 vote
1 answer
200 views

Lee Carter Model - Mortality

  • stochastic-processes
  • insurance
asked Jun 2, 2017 at 14:56
1 vote
1 answer
570 views

Vector of differences of Brownian motion integrals is multivariate normal

  • stochastic-processes
  • stochastic-calculus
  • brownian-motion
asked Sep 9, 2017 at 20:29
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