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Discretization of Processes
In applications, and especially in mathematical finance, random time-dependent events are often mode... more |
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Discretization of Processes
In applications, and especially in mathematical finance, random time-dependent events are often mode... more |
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Probability Essentials
We present here a one semester course on Probability Theory. We also treat measure theory and Lebesg... more |
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Limit Theorems for Stochastic Processes
Initially the theory of convergence in law of stochastic processes was developed quite independently... more |
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High-Frequency Financial Econometrics
comprehensive book introduces readers to these emerging methods and tools of analysis. Yacine Aït-Sahalia and Jean Jacod cover the...... more |
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Levy Processes at Saint-flour
atoires.- Jacod, Jean: Th or mes limite pour les processus.- Bertoin, Jean: Subordinators: Examples and applications.- Doney...... more |
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Malliavin Calculus for Processes With Jumps
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