Diffusion Processes and Ito’s Lemma. Question : If we model asset prices as continuous time stochastic processes, can we identify trading strategies that hedge price risk? . 1. We want to show that Brownian motion can be viewed as the limit of a discrete time process.

Related searches for

Download Presentation
## PowerPoint Slideshow about '' - rachelle

**An Image/Link below is provided (as is) to download presentation**

Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author.While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server.

- - - - - - - - - - - - - - - - - - - - - - - - - - E N D - - - - - - - - - - - - - - - - - - - - - - - - - -