On stochastic integrals with controlled growth of their containing range
Abstract
This short note suggests special examples of stochastic Ito integrals with controlled growth of their containing range. The integrands for this integrals are presented explicitly. The construction does not involve neither stopping times nor forecasting or calculation of the conditional expectations of a contingent claim
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.