STOCHASTIC PROCESSES & APPLN TO MATH'L

STOCHASTIC PROCESSES & APPLN TO MATH'L

Auteur: Akahori Jiro, Ogawa Shigeyoshi, Watanabe Shinzo
Uitgever: World Scientific Publishing Company
Publicatiedatum: 2006
ISBN: 9789812565198

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Key Features:
  • Includes important contributions by Paul Malliavin and Shinzo Watanabe
  • Introduces new viewpoints on applications to mathematical finance with emphasis on the Wiener-Ito chaos expansion
  • Presents novel results on Jump-type Markov processes, which are ready to be applied to the problems of finance by ambitious practitioners or students

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