Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-An Yan

ISBN-13: 9789814383578 / Angielski / Twarda / 2012 / 464 str.

Tusheng Zhang

Opis

A collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. It covers the topics ranging from Markov processes, backward stochastic differential equations, stochastic partial differential equations, and stochastic control, to risk measure and risk theory.