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Stochastic calculus and differential equations for physics and finance
"Stochastic calculus provides a powerful description of a specific class of stochastic processes in physics and finance. However, many econophysicists struggle to understand it. This book presents the subject simply and systematically, giving graduate students and practitioners a better underst...
Autor principal: | McCauley, Joseph L |
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Lenguaje: | eng |
Publicado: |
Cambridge University Press
2013
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Materias: | |
Acceso en línea: | http://cds.cern.ch/record/2634639 |
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