✦ LIBER ✦

From Stochastic Calculus to Mathematical Finance || On the Fundamental Solution of the Kolmogorov–Shiryaev Equation

✍ Scribed by Kabanov, Yuri; Liptser, Robert; Stoyanov, Jordan

Book ID: 121437996
Publisher: Springer Berlin Heidelberg
Year: 2006
Weight: 251 KB
Category: Article
ISBN: 3540307885
DOI: 10.1007/978-3-540-30788-4_26

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

From Stochastic Calculus to Mathematical

From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift

✍ Yu. Kabanov, R. Liptser, J. Stoyanov 📂 Library 📅 2006 🏛 Springer 🌐 English ⚖ 3 MB

Dedicated to the eminent Russian mathematician Albert Shiryaev on the occasion of his 70th birthday, the Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. These reflect the wide range of scientific interests of the teacher an

From Stochastic Calculus to Mathematical

From Stochastic Calculus to Mathematical Finance || The Optimal Stopping of a Markov Chain and Recursive Solution of Poisson and Bellman Equations

✍ Kabanov, Yuri; Liptser, Robert; Stoyanov, Jordan 📂 Article 📅 2006 🏛 Springer Berlin Heidelberg ⚖ 255 KB

On the regularity of solutions to a nonl

On the regularity of solutions to a nonlinear ultraparabolic equation arising in mathematical finance

✍ S. Polidoro 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 538 KB