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Stochastic Calculus for Quantitative Finance /

In 1994 and 1998 F. Delbaen and W. Schachermayer published two breakthrough papers where they proved continuous-time versions of the Fundamental Theorem of Asset Pricing. This is one of the most remarkable achievements in modern Mathematical Finance which led to intensive investigations in many appl...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Gushchin, Alexander A. (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: London : Kidlington, Oxford : ISTE Press Ltd ; Elsevier Ltd., 2015.
Colección:Optimization in insurance and finance set.
Temas:
Acceso en línea:Texto completo