Gushchin, Alexander

Libros de: Gushchin, Alexander

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  • Stochastic Calculus for Quantitative Finance "Stochastic Calculus for Quantitative Finance"

    Gushchin, Alexander

    Elsevier Science Publishers (2015)

    valoración

    • EAN: 9781785480348
    • Páginas: 208
    • Fecha de edición: 2015

    pvp.89,95 €

    Disponible entre 11 y 20 dias

    In 1994 and 1998 F. Delbaen and W. Schachermayer published two breakthrough papers where they proved continuous-time versions of the Fundamental Theorem of Asset Pricing. This is one of the most remarkable achievements in modern ...