Stochastic models of financial mathematics
Year of publication: |
2016
|
---|---|
Authors: | Mackevičius, Vigirdas |
Publisher: |
London : ISTE Press |
Subject: | Finanzmathematik | Mathematical finance | Stochastischer Prozess | Stochastic process | Theorie | Theory |
Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
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Fractals and scaling in finance : discontinuity, concentration, risk
Mandelbrot, Benoît B., (1997)
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Time change, volatility, and turbulence
Barndorff-Nielsen, Ole E., (2008)
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An introduction to computational finance
Uǧur, Ömür, (2009)
- More ...
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Convergence rate of Euler scheme for stochastic differential equations: Functionals of solutions
Mackevičius, Vigirdas, (1997)
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On weak approximations of CIR equation with high volatility
Mackevičius, Vigirdas, (2010)
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A note on synchronization of diffusion
Mackevičius, Vigirdas, (2000)
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