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Fractals and scaling in finance : discontinuity, concentration, risk
Mandelbrot, Benoît B. - 1997
Persistent link: https://www.econbiz.de/10000635535
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Time change, volatility, and turbulence
Barndorff-Nielsen, Ole E.; Schmiegel, Jürgen - In: Mathematical control theory and finance, (pp. 29-53). 2008
Persistent link: https://www.econbiz.de/10003755554
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An introduction to computational finance
Uǧur, Ömür - 2009
Persistent link: https://www.econbiz.de/10003742360
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Mehrere Preisprozesse und Ausübungsbedingungen bei der Bewertung von Optionen
Rathgeber, Andreas W. - 2006
Persistent link: https://www.econbiz.de/10003328640
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Introduction to stochastic calculus for finance : a new didactic approach
Sondermann, Dieter - 2006 - 1. ed.
Persistent link: https://www.econbiz.de/10003328645
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Multiscale calculus with applications in quantitative finance
Dirnstorfer, Stefan (contributor) - 2006
Persistent link: https://www.econbiz.de/10003358511
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Fraktale und Finanzen : Märkte zwischen Risiko, Rendite und Ruin
Mandelbrot, Benoît B.; Hudson, Richard L. - 2007 - Ungekürzte Taschenbuchausg.
Persistent link: https://www.econbiz.de/10003316438
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Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
Delbaen, Freddy (contributor); Kabanov, Youri (honouree) - 2009
Persistent link: https://www.econbiz.de/10003838844
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Discrete-time Asset Pricing Models in Applied Stochastic Finance
Vassiliou, Panos C. G. - 2010 - 1. publ.
Persistent link: https://www.econbiz.de/10003895184
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Stochastic financial models
Kennedy, Douglas - 2010
Persistent link: https://www.econbiz.de/10003895191