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Lévy processes and stochastic calculus
Graduate text decsribing two of the main tools for modern mathematical finance.
| Autor principal: | |
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| Lenguaje: | eng |
| Publicado: |
Cambridge University Press
2004
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| Materias: | |
| Acceso en línea: | http://cds.cern.ch/record/1991463 |
| _version_ | 1780945774214905856 |
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| author | Applebaum, David |
| author_facet | Applebaum, David |
| author_sort | Applebaum, David |
| collection | CERN |
| description | Graduate text decsribing two of the main tools for modern mathematical finance. |
| id | cern-1991463 |
| institution | Organización Europea para la Investigación Nuclear |
| language | eng |
| publishDate | 2004 |
| publisher | Cambridge University Press |
| record_format | invenio |
| spelling | cern-19914632021-04-21T20:28:25Zhttp://cds.cern.ch/record/1991463engApplebaum, DavidLévy processes and stochastic calculusMathematical Physics and MathematicsGraduate text decsribing two of the main tools for modern mathematical finance.Cambridge University Pressoai:cds.cern.ch:19914632004 |
| spellingShingle | Mathematical Physics and Mathematics Applebaum, David Lévy processes and stochastic calculus |
| title | Lévy processes and stochastic calculus |
| title_full | Lévy processes and stochastic calculus |
| title_fullStr | Lévy processes and stochastic calculus |
| title_full_unstemmed | Lévy processes and stochastic calculus |
| title_short | Lévy processes and stochastic calculus |
| title_sort | lévy processes and stochastic calculus |
| topic | Mathematical Physics and Mathematics |
| url | http://cds.cern.ch/record/1991463 |
| work_keys_str_mv | AT applebaumdavid levyprocessesandstochasticcalculus |