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Chap 12
1.
Wiener Processes and
It ô ’s Lemma Chapter 12
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
15.
16.
17.
18.
19.
20.
21.
Monte Carlo Simulation
– One Path (See Table 12.1, page 272)
22.
23.
24.
Ignoring Terms of
Higher Order Than t
25.
Substituting for
x
26.
The
2 t Term
27.
Taking Limits
28.
Application of Ito’s
Lemma to a Stock Price Process
29.
Examples
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