ChapterBrownian Motion and Stochastic CalculusIoannis Karatzas2007Brownian Motion and Stochastic CalculusIoannis Karatzas, Steven E. Shreve2007-04-03chapterSpringer eBooks7,421 citationsclosedNo readable copy stored yet — this record is metadata only.Stochastic processes and financial applicationsFinancial Markets and Investment StrategiesProbability and Statistical ResearchAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 7,421 citations exist upstream.Cited by2003Modeling and Forecasting Realized Volatility1998Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts2005Controlled Markov Processes and Viscosity Solutions1990Adapted solution of a backward stochastic differential equation1997Backward Stochastic Differential Equations in Finance2008A General Version of the Fundamental Theorem of Asset Pricing (1994)2003A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data2003Forecasting Volatility in Financial Markets: A Review