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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 wikiPageRevisionID "582818951".
- Girsanov_theorem hasPhotoCollection Girsanov_theorem.
- Girsanov_theorem subject Category:Probability_theorems.
- Girsanov_theorem subject Category:Stochastic_processes.
- Girsanov_theorem type Abstraction100002137.
- Girsanov_theorem type Cognition100023271.
- Girsanov_theorem type Communication100033020.
- Girsanov_theorem type Concept105835747.
- Girsanov_theorem type Content105809192.
- Girsanov_theorem type Hypothesis105888929.
- Girsanov_theorem type Idea105833840.
- Girsanov_theorem type Message106598915.
- Girsanov_theorem type Model105890249.
- Girsanov_theorem type ProbabilityTheorems.
- Girsanov_theorem type Proposition106750804.
- Girsanov_theorem type PsychologicalFeature100023100.
- Girsanov_theorem type Statement106722453.
- Girsanov_theorem type StochasticProcess113561896.
- Girsanov_theorem type StochasticProcesses.
- Girsanov_theorem type Theorem106752293.
- 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 label "Satz von Girsanow".
- Girsanov_theorem label "Théorème de Girsanov".
- 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 sameAs Q830124.
- Girsanov_theorem sameAs Girsanov_theorem.
- Girsanov_theorem wasDerivedFrom Girsanov_theorem?oldid=582818951.
- Girsanov_theorem depiction Girsanov.png.
- Girsanov_theorem isPrimaryTopicOf Girsanov_theorem.
