GitHub

AIM-IT4/Stochastic_Calculus_For_Quants

Welcome to the GitHub repository for "Stochastic Calculus for Quants - A Simplified Guide". This comprehensive document aims to break down the complexities of stochastic calculus, making it accessible ...
Scientific Research Publishing

Stochastic Ito-Calculus and Numerical Approximations for Asset Price Forecasting in the ...

1 Statistics, Information Modelling & Financial Mathematics Research Group, Sheffield Hallam University, Sheffield, UK. 2 Department of Statistics, Institute of Management and Technology (IMT) Enugu, ...
Scientific Research Publishing

Frontiers (2022). Stochastic Calculus for Financial Mathematics.

ABSTRACT: This project evaluates Brownian Motion’s effectiveness compared to historical stock market data. This paper analyzes the application and limitations of this stochastic model, focusing on the ...
Frontiers

Optimal portfolio selection in jump-uncertain stochastic markets via maximum principle and ...

This study develops a unified framework for optimal portfolio selection in jump–uncertain stochastic markets, contributing both theoretical foundations and computational insights. We establish the ...