Cargando…

Martingale methods in financial modelling

Mostrar otras versiones (1)

Detalles Bibliográficos
Autores principales:	Musiela, Marek, Rutkowski, Marek
Lenguaje:	eng
Publicado:	Springer 2005
Materias:	Mathematical Physics and Mathematics
Acceso en línea:	https://dx.doi.org/10.1007/b137866 http://cds.cern.ch/record/1638224

Ejemplares similares

Martingale methods in financial modelling
por: Musiela, Marek, et al.
Publicado: (1997)

Theory of martingales
por: Lipster, Robert Shevilevich, et al.
Publicado: (1989)

Derivation and martingales
por: Hayes, Charles A, et al.
Publicado: (1970)

Meeting on Martingales
por: Dinges, Hermann
Publicado: (1971)

Theory of martingales
por: Liptser, R Sh, et al.
Publicado: (1989)

PDE and Martingale Methods in Option Pricing
por: Pascucci, Andrea
Publicado: (2011)

Martingale spaces and inequalities
por: Long, Ruilin
Publicado: (1993)

Martingales and stochastic integrals
por: Meyer, Paul-André
Publicado: (1972)

Concentration inequalities for sums and martingales
por: Bercu, Bernard, et al.
Publicado: (2015)

Sharp Martingale and Semimartingale Inequalities
por: Osękowski, Adam
Publicado: (2012)

Continuous Martingales and Brownian motion
por: Revuz, Daniel, et al.
Publicado: (1999)

Continuous martingales and Brownian motion
por: Revuz, Daniel, et al.
Publicado: (1991)

Continuous exponential martingales and BMO
por: Kazamaki, Norihiko
Publicado: (1994)

Semi-martingales sur des variétés, et martingales conformes sur des variétés analytiques complexes
por: Schwartz, Laurent
Publicado: (1980)

Martingale limit theory and its application
por: Hall, P, et al.
Publicado: (1980)

Peacocks and Associated Martingales, with Explicit Constructions
por: Hirsch, Francis, et al.
Publicado: (2011)

Probability theory: independence, interchangeability, martingales
por: Chow, Yuan Shih, et al.
Publicado: (1997)

Two-parameter martingales and their quadratic variation
por: Imkeller, Peter
Publicado: (1988)

Probability theory: independence interchangeability martingales
por: Chow, Yuan Shih, et al.
Publicado: (1978)

Probability theory: independence, interchangeability, martingales
por: Chow, Yuan Shih, et al.
Publicado: (1988)

Brownian motion, martingales, and stochastic calculus
por: Le Gall, Jean-François
Publicado: (2016)

Spatially independent martingales, intersections, and applications
por: Shmerkin, Pablo, et al.
Publicado: (2018)

Mouvement brownien, martingales et calcul stochastique
por: Le Gall, Jean-Francois
Publicado: (2013)

Martingale Hardy spaces and their applications in Fourier analysis
por: Weisz, Ferenc
Publicado: (1994)

Calcul stochastique et problèmes de martingales
por: Jacod, Jean
Publicado: (1979)

On the martingale problem for interactive measure-valued branching diffusions
por: Perkins, Edwin
Publicado: (1995)

Fluctuations in Markov Processes: Time Symmetry and Martingale Approximation
por: Komorowski, Tomasz, et al.
Publicado: (2012)

Stochastic analysis in discrete and continuous settings: with normal martingales
por: Privault, Nicolas
Publicado: (2009)

Martingales and Markov chains: solved exercises and elements of theory
por: Baldi, Paolo, et al.
Publicado: (2002)

Semi-martingales et grossissement d’une filtration
por: Jeulin, Thierry
Publicado: (1980)

Elements of queueing theory: palm martingale calculus and stochastic recurrences
por: Baccelli, François, et al.
Publicado: (2003)

Continuous-time asset pricing theory: a martingale-based approach
por: Jarrow, Robert A
Publicado: (2018)

Séminaire de probabilités 1967-1980: a selection in martingale theory
por: Émery, Michel, et al.
Publicado: (2002)

Martingales and the characteristic functions of absorption time on bipartite graphs
por: Monk, Travis, et al.
Publicado: (2021)

Martingales and the fixation time of evolutionary graphs with arbitrary dimensionality
por: Monk, Travis, et al.
Publicado: (2022)

Credit risk modeling, valuation and hedging
por: Bielecki, Tomasz R, et al.
Publicado: (2004)

Mathematics for finance: an introduction to financial engineering
por: Capiński, Marek, et al.
Publicado: (2003)

Statistical models and methods for financial markets
por: Lai, Tze Leung, et al.
Publicado: (2008)

Financial markets and martingales : observations on science and speculation /
por: Bouleau, Nicolas
Publicado: (2004)

Financial statistics and mathematical finance: methods, models and applications
por: Steland, Ansgar
Publicado: (2012)

Cannot write session to /tmp/vufind_sessions/sess_hgbg90cq53fm1d4p0qluvminft