Random processes in physics and finance

Author(s)

• Lax, Melvin J.
• Cai, Wei
• Xu, Min

Bibliographic Information

Random processes in physics and finance

Melvin Lax, Wei Cai, Min Xu

Oxford University Press, 2006

Note

Includes bibliographical references (p. [307]-321) and index

• NCID: BA78786393
• ISBN:
  • 0198567766
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Oxford
• Pages/Volumes: xiii, 327 p.
• Size: 25 cm
• Classification:
  • LCC : QC20.7.S8
  • DC22 : 530.15828
• Subject Headings:
  • LCSH : Stochastic processes
  • LCSH : Finance -- Statistical methods