Advances in Mathematical Finance
This volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the ...
Lee mas
Continuous Time Processes for Finance : Switching, Self-exciting, Fractional and other Recent Dynamics / Donatien Hainaut
This book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series. ...
Lee mas
Fractional-in-Time Semilinear Parabolic Equations and Applications
This book provides a unified analysis and scheme for the existence and uniqueness of strong and mild solutions to certain ...
Lee mas
Seminar on Stochastic Analysis, Random Fields and Applications V : Centro Stefano Franscini, Ascona, May 2005
This volume contains twenty-eight refereed research or review papers presented at the 5th Seminar on Stochastic Processes, ...
Lee mas
Stochastic Calculus for Fractional Brownian Motion and Applications
Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. ...
Lee mas
Stochastic Calculus for Fractional Brownian Motion and Related Processes
The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics ...
Lee mas
Séminaire de Probabilités XL = XL Probability Seminar
Two noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin’s advanced course on calculus ...
Lee mas
Séminaire de Probabilités XLI
Stochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or ...
Lee mas
Séminaire de Probabilités XXXVIII
Besides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions ...
Lee mas
The Malliavin Calculus and Related Topics
In Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated ...
Lee mas
The Malliavin Calculus and Related Topics
In Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated ...
Lee mas
