BRACE
发表于 2025-4-1 05:47:56
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AMBI
发表于 2025-4-1 08:35:38
at historically, stochastic calculus was first developed as a tool for the study of Markov processes, until it was realized that the theory of martingales, in particular, was interesting for its own sake, allowing one to supersede Markovianity..To emphasize these fundamental ideas at the simplest po
圆桶
发表于 2025-4-1 12:21:15
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coddle
发表于 2025-4-1 14:57:32
mi-explicit Fourier formulas are available for the prices and Greeks of European vanilla options. Yes, there is a lot of jargon in this theory, such as “Greeks” in reference to the letters (e.g. Δ above) which are used for various risk sensitivities, and European (or American above, but also Russian