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- Girsanov_theorem abstract "In probability theory, the Girsanov theorem (named after Igor Vladimirovich Girsanov) describes how the dynamics of stochastic processes change when the original measure is changed to an equivalent probability measure. The theorem is especially important in the theory of financial mathematics as it tells how to convert from the physical measure which describes the probability that an underlying instrument (such as a share price or interest rate) will take a particular value or values to the risk-neutral measure which is a very useful tool for pricing derivatives on the underlying.".
- Girsanov_theorem thumbnail Girsanov.png?width=300.
- Girsanov_theorem wikiPageExternalLink abstract=1805984.
- Girsanov_theorem wikiPageExternalLink stoc-calc.pdf.
- Girsanov_theorem wikiPageID "336940".
- Girsanov_theorem wikiPageLength "7003".
- Girsanov_theorem wikiPageOutDegree "38".
- Girsanov_theorem wikiPageRevisionID "693579150".
- Girsanov_theorem wikiPageWikiLink Absolute_continuity.
- Girsanov_theorem wikiPageWikiLink Adapted_process.
- Girsanov_theorem wikiPageWikiLink Black–Scholes_model.
- Girsanov_theorem wikiPageWikiLink Cameron–Martin_theorem.
- Girsanov_theorem wikiPageWikiLink Category:Probability_theorems.
- Girsanov_theorem wikiPageWikiLink Category:Stochastic_processes.
- Girsanov_theorem wikiPageWikiLink Derivative_(finance).
- Girsanov_theorem wikiPageWikiLink Doléans-Dade_exponential.
- Girsanov_theorem wikiPageWikiLink Equivalence_(measure_theory).
- Girsanov_theorem wikiPageWikiLink Filtration_(mathematics).
- Girsanov_theorem wikiPageWikiLink Igor_Girsanov.
- Girsanov_theorem wikiPageWikiLink Interest_rate.
- Girsanov_theorem wikiPageWikiLink LIBOR_market_model.
- Girsanov_theorem wikiPageWikiLink Martingale_(probability_theory).
- Girsanov_theorem wikiPageWikiLink Mathematical_finance.
- Girsanov_theorem wikiPageWikiLink Measure_(mathematics).
- Girsanov_theorem wikiPageWikiLink Natural_filtration.
- Girsanov_theorem wikiPageWikiLink Novikovs_condition.
- Girsanov_theorem wikiPageWikiLink Probability_measure.
- Girsanov_theorem wikiPageWikiLink Probability_space.
- Girsanov_theorem wikiPageWikiLink Probability_theory.
- Girsanov_theorem wikiPageWikiLink Quadratic_variation.
- Girsanov_theorem wikiPageWikiLink Radon–Nikodym_theorem.
- Girsanov_theorem wikiPageWikiLink Risk-neutral_measure.
- Girsanov_theorem wikiPageWikiLink Semimartingale.
- Girsanov_theorem wikiPageWikiLink Stochastic_process.
- Girsanov_theorem wikiPageWikiLink Stock.
- Girsanov_theorem wikiPageWikiLink Underlying.
- Girsanov_theorem wikiPageWikiLink Wiener_process.
- Girsanov_theorem wikiPageWikiLink Érik_Lenglart.
- Girsanov_theorem wikiPageWikiLink File:Girsanov.png.
- Girsanov_theorem wikiPageWikiLinkText "Girsanov theorem".
- Girsanov_theorem wikiPageWikiLinkText "Girsanov's theorem".
- Girsanov_theorem wikiPageWikiLinkText "change of measure".
- Girsanov_theorem wikiPageUsesTemplate Template:Cite_book.
- Girsanov_theorem wikiPageUsesTemplate Template:Reflist.
- Girsanov_theorem wikiPageUsesTemplate Template:Rp.
- Girsanov_theorem subject Category:Probability_theorems.
- Girsanov_theorem subject Category:Stochastic_processes.
- Girsanov_theorem type Type.
- Girsanov_theorem type Process.
- Girsanov_theorem type Theorem.
- Girsanov_theorem type Type.
- Girsanov_theorem comment "In probability theory, the Girsanov theorem (named after Igor Vladimirovich Girsanov) describes how the dynamics of stochastic processes change when the original measure is changed to an equivalent probability measure.".
- Girsanov_theorem label "Girsanov theorem".
- Girsanov_theorem sameAs Q830124.
- Girsanov_theorem sameAs Satz_von_Girsanow.
- Girsanov_theorem sameAs Théorème_de_Girsanov.
- Girsanov_theorem sameAs 기르사노프_정리.
- Girsanov_theorem sameAs m.01xm2z.
- Girsanov_theorem sameAs Q830124.
- Girsanov_theorem wasDerivedFrom Girsanov_theorem?oldid=693579150.
- Girsanov_theorem depiction Girsanov.png.
- Girsanov_theorem isPrimaryTopicOf Girsanov_theorem.