Stochastic Processes and Financial Mathematics

EISBN:9783662647110
PISBN:9783662647103
出版社:Springer Nature
出版时间:2023
作者:Ludger Rüschendorf
主题词:Option valuation in complete and incomplete markets,Skorohods embedding theorem,Donsker theorem,Martingales and semi-martingales,Stochastic integral,Itô formula,Stochastic analysis,Option pricing,Black-Scholes model,Exponential levy models,Optimal hedging strategies,Portfolio optimization,Utility optimization
学科:Mathematics and Statistics
语种:英语
所属数据库:SpringerLink电子图书
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