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...
Call Number: | Libro Electrónico |
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Main Author: | |
Format: | Electronic eBook |
Language: | Inglés |
Published: |
London : Kidlington, Oxford :
ISTE Press Ltd ; Elsevier Ltd.,
2015.
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Series: | Optimization in insurance and finance set.
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Subjects: | |
Online Access: | Texto completo |