Summer School of Mathematics for Economic and Social Sciences

course: COURSE: Girsanov Theorem, the Martingale Representation Theorem and conseguences on Option Pricing Models (Samuelson-Black-Scholes)

speaker: Maurizio Pratelli (Dipartimento di Matematica, Università di Pisa)

timetable:
Thu 15 Sep, 9:00 - 10:30, Sala Mario Luzi, Conservatorio Santa Chiara
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