英文标题：
《Self-Financing Trading and the Ito-Doeblin Lemma》
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作者：
Chris Kenyon and Andrew Green
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最新提交年份：
2015
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英文摘要：
  The objective of the note is to remind readers on how self-financing works in Quantitative Finance. The authors have observed continuing uncertainty on this issue which may be because it lies exactly at the intersection of stochastic calculus and finance. The concept of a self-financing trading strategy was originally, and carefully, introduced in (Harrison and Kreps 1979) and expanded very generally in (Harrison and Pliska 1981).
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中文摘要：
本说明的目的是提醒读者，自筹资金在量化金融中是如何运作的。作者观察到这个问题上的持续不确定性，这可能是因为它正处于随机微积分和金融学的交叉点。自筹资金交易策略的概念最初是在（Harrison and Kreps 1979）引入的，并在（Harrison and Pliska 1981）进行了广泛扩展。
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Pricing of Securities        证券定价
分类描述：Valuation and hedging of financial securities, their derivatives, and structured products
金融证券及其衍生产品和结构化产品的估值和套期保值
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一级分类：Quantitative Finance        数量金融学
二级分类：Mathematical Finance        数学金融学
分类描述：Mathematical and analytical methods of finance, including stochastic, probabilistic and functional analysis, algebraic, geometric and other methods
金融的数学和分析方法，包括随机、概率和泛函分析、代数、几何和其他方法
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