Stochastic Processes and Related Topics (e-bog) af -
Yor, Marc (redaktør)

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
Forfattere Yor, Marc (redaktør)
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