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1.
Affine Diffusions and Related Processes: Simulation, Theory and Applications

by Aurélien Alfonsi.

Series: Bocconi & Springer SeriesEdition: 2015Material type: Computer file Computer file; Format: electronic Publication details: Springer International Publishing 2015Online access: Click here to access online Availability: Items available for reference: Accessible Online (1). : Location(s): .

2.
Functionals of Multidimensional Diffusions with Applications to Finance

by Jan Baldeaux, Eckhard Platen.

Series: Bocconi & Springer SeriesEdition: 2013Material type: Computer file Computer file; Format: electronic Publication details: Springer International Publishing 2013Online access: Click here to access online Availability: Items available for reference: Accessible Online (1). : Location(s): .

3.
Parameter Estimation in Fractional Diffusion Models

by Kęstutis Kubilius, Yuliya Mishura, Kostiantyn Ralchenko.

Series: Bocconi & Springer SeriesEdition: 1st ed. 2017Material type: Computer file Computer file; Format: electronic Publication details: Springer International Publishing 2017Online access: Click here to access online Availability: Items available for reference: Accessible Online (1). : Location(s): .

4.
PDE and Martingale Methods in Option Pricing

by Andrea Pascucci.

Series: Bocconi & Springer SeriesEdition: 2011Material type: Computer file Computer file; Format: electronic Publication details: Springer Milan 2011Online access: Click here to access online Availability: Items available for reference: Accessible Online (1). : Location(s): .

5.
Peacocks and Associated Martingales, with Explicit Constructions

by Francis Hirsch, Christophe Profeta, Bernard Roynette, Marc Yor.

Series: Bocconi & Springer SeriesEdition: 2011Material type: Computer file Computer file; Format: electronic Publication details: Springer Milan 2011Online access: Click here to access online Availability: Items available for reference: Accessible Online (1). : Location(s): .

6.
Selected Aspects of Fractional Brownian Motion

by Ivan Nourdin.

Series: Bocconi & Springer SeriesEdition: 2012Material type: Computer file Computer file; Format: electronic Publication details: Springer Milan 2012Online access: Click here to access online Availability: Items available for reference: Accessible Online (1). : Location(s): .

7.
Stochastic Analysis for Poisson Point Processes

by Giovanni Peccati, Matthias Reitzner.

Series: Bocconi & Springer SeriesEdition: 1st ed. 2016Material type: Computer file Computer file; Format: electronic Publication details: Springer International Publishing 2016Online access: Click here to access online Availability: Items available for reference: Accessible Online (1). : Location(s): .

8.
Wiener Chaos: Moments, Cumulants and Diagrams

by Giovanni Peccati, Murad S. Taqqu.

Series: Bocconi & Springer SeriesEdition: 2011Material type: Computer file Computer file; Format: electronic Publication details: Springer Milan 2011Online access: Click here to access online Availability: Items available for reference: Accessible Online (1). : Location(s): .