Stochastic analysis, stochastic systems, and applications to finance

Author(s)

• Tsoi, Allanus
• Nualart, David
• Yin, George

Bibliographic Information

Stochastic analysis, stochastic systems, and applications to finance

edited by Allanus Tsoi, David Nualart & George Yin

World Scientific, c2011

Other Title

Stochastic analysis stochastic systems and applications to finance

Note

Includes bibliographical references

Details

• NCID: BB06532386
• ISBN:
  • 9789814355704
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New Jersey
• Pages/Volumes: x, 261 p.
• Size: 24 cm
• Classification:
  • DC22 : 332.0151922
• Subject Headings:
  • LCSH : Stochastic analysis
  • LCSH : Stochastic approximation
  • LCSH : Finance -- Mathematical models