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Language: en
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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
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Pages: 605
Type: BOOK - Published: 2012-08-10 - Publisher: World Scientific
This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical f
Language: en
Pages: 427
Pages: 427
Type: BOOK - Published: 1998-08-13 - Publisher: Springer Science & Business Media
This monograph is a sequel to Brownian Motion and Stochastic Calculus by the same authors. Within the context of Brownian-motion- driven asset prices, it develo
Language: en
Pages: 303
Pages: 303
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media
Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction