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Language: en
Pages: 517
Pages: 517
Type: BOOK - Published: 2002-05-13 - Publisher: Cambridge University Press
The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories.
Language: en
Pages: 727
Pages: 727
Type: BOOK - Published: 2011-04-15 - Publisher: Springer Science & Business Media
This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing. The text is designed for
Language: en
Pages: 263
Pages: 263
Type: BOOK - Published: 2007-04-26 - Publisher: Springer Science & Business Media
Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its ap
Language: en
Pages: 230
Pages: 230
Type: BOOK - Published: 1998 - Publisher: World Scientific
Modelling with the Ito integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, ch
Language: en
Pages: 431
Pages: 431
Type: BOOK - Published: 2005 - Publisher: Imperial College Press
This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of