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Our First Ito Integral
Автор: John the Quant
Загружено: 2021-07-10
Просмотров: 12025
Описание:
In this video, we walk slowly through our first Ito Integral, as an introduction to stochastic calculus. Really, really slowly. I know how hard this stuff is to learn on your own, so I try to be as explicit as possible and skip NOTHING!
Ito Calculus isn't that hard once you get to know it ;)
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