Hakutulokset: Hakutulos
yhteensä 6 hakutulosta
Probability Essentials
We have made small changes throughout the book, including the exercises, and we have tried to correct if not all, then at least most of the typos. We wish to thank the many …
Probabilistic Models for Nonlinear Partial Differential Equations
The lecture courses of the CIME Summer School on Probabilistic Models for Nonlinear PDE's and their Numerical Applications (April 1995) had a three-fold emphasis: first, on the …
Paris-Princeton Lectures on Mathematical Finance 2013
The current volume presents four chapters touching on some of the most important and modern areas of research in Mathematical Finance: asset price bubbles (by Philip Protter); …
Stochastic Integration and Differential Equations
It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject …
Stochastic Integration and Differential Equations
Discretization of Processes
In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such …