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  1. Option Prices as Probabilities Option Prices as Probabilities

    Option Prices as Probabilities

    Christophe Profeta
    Springer, Springer Vieweg
    12.02.2010

    Discovered in the seventies, Black-Scholes formula continues to play a central role in Mathematic...

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    53,49 €
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  2. Penalising Brownian Paths Penalising Brownian Paths

    Penalising Brownian Paths

    Bernard Roynette
    Springer, Springer Vieweg
    25.03.2009

    Penalising a process is to modify its distribution with a limiting procedure, thus defining a new...

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  3. Marches Aleatoires sur les Groupes de Lie Marches Aleatoires sur les Groupes de Lie

    Marches Aleatoires sur les Groupes de Lie

    Yves Guivarc’h
    Springer, Springer Spektrum
    01.12.1977

    aux Marches Aleatoires.- Marches Aleatoires sur le Groupe de Deplacements de Rd.- Marches Aleatoi...

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    37,40 €
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  4. Peacocks and Associated Martingales, with Explicit Constructions Peacocks and Associated Martingales, with Explicit Constructions

    Peacocks and Associated Martingales, with Explicit Constructions

    Francis Hirsch
    Springer, Springer
    24.05.2011

    We call peacock an integrable process which is increasing in the convex order; such a notion play...

    Gebunden
    106,99 €
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  5. Peacocks and Associated Martingales, with Explicit Constructions Peacocks and Associated Martingales, with Explicit Constructions

    Peacocks and Associated Martingales, with Explicit Constructions

    Francis Hirsch
    Springer, Springer
    15.07.2013

    We call peacock an integrable process which is increasing in the convex order; such a notion play...

    Taschenbuch
    106,99 €
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