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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-
Format: 
Books
Publication Date 
2012
Excerpt: 
fractional Brownian motions / Jian Song -- 13.Potential theory of subordinate Brownian motions revisited
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Cover image for Stochastic financial models
Stochastic financial models
Stochastic financial models
by 
Kennedy, Douglas.
Format: 
Books
Publication Date 
2010
Excerpt: 
Portfolio choice -- The binomial model -- A general discrete-time model -- Brownian motion -- The
Available: Copies:
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