Titlebook: Stochastic Integration and Differential Equations; Philip E. Protter Book 2005Latest edition Springer-Verlag Berlin Heidelberg 2005 Browni

表主動

expansive

areholder value. Traditional capital budgeting methods (in particular methods based on net present value) fail to capture the role of managerial degrees of free- dom and therefore tend to lead to a systematic undervaluation of the project. In contrast, the real options approach to investment analysi

intoxicate

特征

Outmoded

Semimartingales and Stochastic Integrals,e saw in Sect. 8 of Chap. I that using Stieltjes integration on a path-by-path basis excludes such fundamental processes as Brownian motion, and martingales in general. Markov processes also in general have paths of unbounded variation and are similarly excluded. Therefore we must find an approach more general than Stieltjes integration.

amputation

HAUNT

Heretical

貧困

isotope

Stochastic Integration and Differential Equations978-3-662-10061-5Series ISSN 0172-4568 Series E-ISSN 2197-439X