World Scientific

Introduction to Stochastic Calculus with Applications

This book provides a concise introduction to stochastic calculus with some of its applications in mathematical finance, engineering and the sciences. Applications in finance include pricing of ...
GitHub

My personal work on the numerical projects of a book called "A First Course in Stochastic Calculus".

The book is newly published by Louis-Pierre Arguin, an assoicate professor of mathematics at Brauch College & Graduate Center CUNY. It covers the basics of the stochastic calculus used in the ...
Scientific Research Publishing

Baldi, P. (2017) Stochastic Calculus. An Introduction through Theory and Exercises. Springer, Berlin.

ABSTRACT: In this paper, by taking into account the rating in a new concept of economic space, we propose a model of the dynamics of an economic particle, a model of price process, an extension of ...
Scientific Research Publishing

Stochastic Ito-Calculus and Numerical Approximations for Asset Price Forecasting in the Nigerian Stock Market ()

1 Statistics, Information Modelling & Financial Mathematics Research Group, Sheffield Hallam University, Sheffield, UK. 2 Department of Statistics, Institute of Management and Technology (IMT) Enugu, ...