Stoshastic processes and stochastic inte
β Pivato M.
π Library
π
1999
π English
β¦ LIBER β¦
π
Stochastic Analysis, Stochastic Systems, and Applications to Finance
β Scribed by Allanus Tsoi, David Nualart, George Yin (Eds.)
- Publisher
- World Scientific
- Year
- 2011
- Tongue
- English
- Leaves
- 265
- Category
- Library
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No coin nor oath required. For personal study only.
β¦ Synopsis
Stochastic Analysis and Systems: Multidimensional Wick-Ito Formula for Gaussian Processes (D Nualart & S Ortiz-Latorre); Fractional White Noise Multiplication (A H Tsoi); Invariance Principle of Regime-Switching Diffusions (C Zhu & G Yin); Finance and Stochastics: Real Options and Competition (A Bensoussan et al.); Finding Expectations of Monotone Functions of Binary Random Variables by Simulation, with Applications to Reliability, Finance, and Round Robin Tournaments (M Brown et al.); Filtering with Counting Process Observations and Other Factors: Applications to Bond Price Tick Data (X Hu et al.); Jump Bond Markets Some Steps towards General Models in Applications to Hedging and Utility Problems (M Kohlmann & D Xiong); Recombining Tree for Regime-Switching Model: Algorithm and Weak Convergence (R H Liu); Optimal Reinsurance under a Jump Diffusion Model (S Luo); Applications of Counting Processes and Martingales in Survival Analysis (J Sun); Stochastic Algorithms and Numeries for Mean-Revertig Asset Trading (Q Zhang et al.).
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