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Language: en
Pages: 490
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Type: BOOK - Published: 2014-03-27 - Publisher: Springer
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Language: en
Pages: 273
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Type: BOOK - Published: 2016-04-28 - Publisher: Springer
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimar
Language: en
Pages: 342
Pages: 342
Type: BOOK - Published: 2008-12-08 - Publisher: John Wiley & Sons
BROWNIAN MOTION CALCULUS Brownian Motion Calculus presents the basics of Stochastic Calculus with a focus on the valuation of financial derivatives. It is inten
Language: en
Pages: 431
Pages: 431
Type: BOOK - Published: 2005 - Publisher: Imperial College Press
This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of
Language: en
Pages: 533
Pages: 533
Type: BOOK - Published: 2021-09-07 - Publisher: Walter de Gruyter GmbH & Co KG
Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to be understood by (applied) mathematicians, engineers and scie