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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...
| Cote: | Libro Electrónico |
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| Auteur principal: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
London : Kidlington, Oxford :
ISTE Press Ltd ; Elsevier Ltd.,
2015.
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| Collection: | Optimization in insurance and finance set.
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| Sujets: | |
| Accès en ligne: | Texto completo |