Stochastic analysis and applications to finance essays in honour of Jia-an Yan /
This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. The articles represent new directions and newest developments in this exciting and fast growing area. The covered topics range from Ma...
| Автор-организации: | World Scientific (Firm) |
|---|---|
| Други автори: | Zhang, Tusheng, 1963-, Zhou, Xunyu. |
| Формат: | Електронен |
| Език: | English |
| Публикувано: |
Singapore ; Hackensack, N.J. :
World Scientific Pub. Co.,
℗♭2012.
|
| Серия: |
Interdisciplinary mathematical sciences ;
v. 13. |
| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=579485 |
| Подобни документи: |
Print version::
Stochastic analysis and applications to finance. |
| Резюме: |
This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. The articles represent new directions and newest developments in this exciting and fast growing area. The covered topics range from Markov processes, backward stochastic differential equations, stochastic partial differential equations, stochastic control, potential theory, functional inequalities, optimal stopping, portfolio selection, to risk measure and risk theory. It will be a very useful book for young researchers who want to learn about the research directions in the area, as well as experienced researchers who want to know about the latest developments in the area of stochastic analysis and mathematical finance. |
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| Физически характеристики: |
1 online resource (xiii, 450 pages) : illustrations, color portrait. |
| Библиография: |
Includes bibliographical references. |
| ISBN: |
9789814383585 9814383589 |