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From statistics to mathematical finance: festschrift in honour of Winfried Stute
This book, dedicated to Winfried Stute on the occasion of his 70th birthday, presents a unique collection of contributions by leading experts in statistics, stochastic processes, mathematical finance and insurance. The individual chapters cover a wide variety of topics ranging from nonparametric est...
| Autores principales: | , , , |
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| Lenguaje: | eng |
| Publicado: |
Springer
2017
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| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-50986-0 http://cds.cern.ch/record/2293716 |
| Sumario: | This book, dedicated to Winfried Stute on the occasion of his 70th birthday, presents a unique collection of contributions by leading experts in statistics, stochastic processes, mathematical finance and insurance. The individual chapters cover a wide variety of topics ranging from nonparametric estimation, regression modelling and asymptotic bounds for estimators, to shot-noise processes in finance, option pricing and volatility modelling. The book also features review articles, e.g. on survival analysis. |
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