These Proceedings offer a selection of peer-reviewed research and survey papers by some of the fo...

Finance and energy markets have been an active scientific field for some time, even though the de...

Finance and energy markets have been an active scientific field for some time, even though the de...

Since 1972 and the appearance of the famous Black & Scholes option pric ing formula, derivatives ...

Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes w...

Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes w...

These Proceedings offer a selection of peer-reviewed research and survey papers by some of the fo...

Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twentiet...

The current volume presents four chapters touching on some of the most important and modern areas...

Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twentiet...

This monograph presents a theory for random field models in time and space, viewed as stochastic ...

Power markets are undergoing a major transformation from gas and oil-fueled generation toward ren...

This monograph presents a theory for random field models in time and space, viewed as stochastic ...

Power markets are undergoing a major transformation from gas and oil-fueled generation toward ren...