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Stochastic analysis, stochastic systems, and applications to finance
Tsoi, Allanus (ed.); Nualart, David (contributor);  … - 2011
Persistent link: https://www.econbiz.de/10009267795
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Mathematics of finance : proceedings of an AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance, June 22 - 26, 2003, Snowbird, Utah
Yin, George (ed.); Zhang, Qing (contributor) - 2004
Persistent link: https://www.econbiz.de/10001971366
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Mathematics of finance : proceedings of an AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance, June 22-26, 2003, Snowbird, Utah
Yin, George (contributor); Zhang, Qing (contributor) - AMS-IMS-SIAM Joint Summer Research Conference on … - 2004
Persistent link: https://www.econbiz.de/10012679040
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Stochastic Analysis, Stochastic Systems, and Applications to Finance.
Tsoi, Allanus - 2011
Key Features:This book discusses some frontiers of Gaussian processes analysis and their associated Wick-Ito formula. For the first time, the studies of fractional Brownian motion is put into the framework of fractional white noise multiplication operatorsSome up-to-date treatment is of the...
Persistent link: https://www.econbiz.de/10012689398