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formule Ito

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formule Ito

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Option pricing and portfolio optimization

Option pricing and portfolio optimization: modern methods of financial mathematics

by Korn, Ralf, Korn, Elke

fromGraduate studies in mathematics

0 Type: Book

Introduction to stochastic integration

Introduction to stochastic integration

by WILLIAMS, Ruth J., Zhong, Kailai

fromProbability and its applications

0 Type: Book

Introduction to stochastic integration

Introduction to stochastic integration

by Williams, R. J., (Ruth J.), CHUNG, Kai Lai

fromProbability and its applications

0 Type: Book

Gaussian processes

Gaussian processes

by Hida, Takeyuki, Hitsuda, Masuyuki

fromTranslations of mathematical monographs

0 Type: Book

Subjects

formule Ito (4) intégrale stochastique (3) martingale (3) Analyse stochastique (2) Intégrales stochastiques (2) Martingales (Mathematics) (2) Martingales (Mathématiques) (2) Mouvement brownien (2) Stochastic integrals (2) variation quadratique (2) équation différentielle stoch… (2) Gaussian processes (1) Gestion de portefeuille (1) Gestion de portefeuille -- Mo… (1) Intégrale multiple Wiener (1) Martingale (Mathématiques) (1) Martingál (1) Mathématique financière (1) Options (Finance) -- Prices (1) Options (Finances) -- Prix (1) Portfolio management -- Mathe… (1) Prix de l'option (1) Processus Markov multiple (1) Processus gaussiens (1) Stochastische integratie (1) Stochastisches Integral (1) Théorème Girsanov (1) fixation prix (1) gestion portefeuille (1) modèle mathématique (1) modélisation stochastique (1) méthode numérique (1) optimisation portefeuille (1) processus gaussien (1) théorème limite (1) évaluation option (1)

Contributor

CHUNG, Kai Lai (1) Hida, Takeyuki (1) Hitsuda, Masuyuki (1) Korn, Elke (1) Korn, Ralf (1) WILLIAMS, Ruth J. (1) Williams, R. J., (Ruth J.) (1) Zhong, Kailai (1)

Publisher

American mathematical Society (2) Birkhäuser (2)

Year

2001 (1) 1993 (1) 1990 (2)

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