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0 (hodnocen0 x )
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EB
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ONLINE
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Singapore ; Hackensack, NJ : World Scientific, c2006
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1 online resource (ix, 217 p.) : ill
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 Plný text PDF
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* Návod pro vzdálený přístup
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ISBN 9812565191
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Includes bibliographical references
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Preface -- Program -- Harmonic analysis methods for nonparametic estimation of votality : theory and applications / E. Barucci, P. Malliavin and M.E. Mancino -- Hedging of credit derivatives in models with totally unexpected default / T.R. Bielecki, M. Jeanblanc and M. Rutkowski -- A large trader-insider model / A. Kohatsu-Higa and A. Sulem -- [GLP & MEMM] pricing models and related problems / Y. Miyahara -- Topics related to gamma processes / M. Yamazato -- On stochastic differential equations driven by symmetric stable processes of Index [alpha] / H. Hashimoto, T. Tsuchiya and T. Yamada -- Martingale representation theorem and chaos expansion / S. Watanabe.
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Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries
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001774953
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full
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(Au-PeEL)EBL1679859
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(CaONFJC)MIL191959
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(CaPaEBR)ebr10201324
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(MiAaPQ)EBC1679859
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(OCoLC)879024193
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Dotazy a připomínky