Stochastic Processes and Related Topics e-bog
546,47 DKK
(inkl. moms 683,09 DKK)
This volume comprises selected papers presented at the 12th Winter School on Stochastic Processes and their Applications, which was held in Siegmundsburg, Germany, in March 2000. The contents include Backward Stochastic Differential Equations; Semilinear PDE and SPDE; Arbitrage Theory; Credit Derivatives and Models for Correlated Defaults; Three In
E-bog
546,47 DKK
Forlag
CRC Press
Udgivet
16 maj 2002
Længde
296 sider
Genrer
Business and Management
Sprog
English
Format
pdf
Beskyttelse
LCP
ISBN
9781482265231
This volume comprises selected papers presented at the 12th Winter School on Stochastic Processes and their Applications, which was held in Siegmundsburg, Germany, in March 2000. The contents include Backward Stochastic Differential Equations; Semilinear PDE and SPDE; Arbitrage Theory; Credit Derivatives and Models for Correlated Defaults; Three In