Search Results for Stochastic processes.

Stochastic processes with applications to finance / Kijima, Masaaki, 1957-

distributions -- 4. Continuous distributions -- 5. Computer simulations and Monte Carlo methods -- 6. Stochastic

Stochastic processes.

, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of

and forward prices -- Stochastic modelling of commodity price processes -- Plain-vanilla option

Stochastic processes.

-diffusion processes -- 16. Stochastic volatility -- 17. Variance Gamma models -- 18. Smile dynamics and the pricing of