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Free Workshop / Seminar

Presented By: Department of Mathematics

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Student Math Finance Seminar

Pathwise Interperations of Stochastic Integration

We will demonstrate an approximation procedure for the Itou integral that is very similar to Riemann Integration. We will also touch upon a probability measure-free interpretation of the Itou formula if there is time. Speaker(s): Berkan Yilmaz (University of Michigan)

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