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Brownian Motion and Stochastic Calculus
E-bok,
2012,
Engelska,
ISBN 9781468403022
Two of the most fundamental concepts in the theory of stochastic processes are the Markov property and the martingale property. * This book is written for readers who are …
Från
817 kr
Methods of Mathematical Finance
E-bok,
2017,
Engelska,
ISBN 9781493968459
This monograph is a sequel to Brownian Motion and Stochastic Calculus by the same authors. Within the context of Brownian-motion-driven asset prices, it develops contingent claim …