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Applied Stochastic Finance, Volume 2 (Inbunden)
av P-c. G. Vassiliou
ISBN: 9781848211599 - UTGIVEN:
2014-01-31
* Focuses on continuous time models by presenting the necessary material from continuous martingales, measure theory and stochastic differential equations as models for various assets * Builds the necessary stochastic analysis background i.e.[...]