Faithin Omaha eBook Collection

This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, s

This book presents the texts of seminars presented during the years 1995 and 1996 at the Université Paris VI and is the first attempt to present a survey on th

With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.

What happens to risk as the economic horizon goes to zero and risk is seen as an exposure to a change in state that may occur instantaneously at any time? All a