Stochastic Processes, Finance and Control: A Festschrift in Honor of Robert J Elliott

ISBN-13: 9789814383301 / Angielski / Twarda / 2012 / 604 str.

Samuel N. Cohen; Dilip Madan; Tak Kuen Siu

Opis

Consists of a series of peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering. This book is of interest to researchers and practitioners.