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Cover image for Stochastic analysis and applications to finance : essays in honour of jia-an yan

Stochastic analysis and applications to finance : essays in honour of jia-an yan

by

Zhang, Tusheng, 1963-

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Books

Publication Date

2012

Excerpt:

expected price / Hong Liu -- 12.Some results on backward stochastic differential equations driven by

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Cover image for Elementary stochastic calculus with finance in view

Elementary stochastic calculus with finance in view

by

Mikosch, Thomas.

Format:

Books

Publication Date

1998

Excerpt:

1. Preliminaries -- 2. The Stochastic Integral -- 3. Stochastic Differential Equations -- 4

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