From stochastic calculus to mathematical finance: the shiryaev festschrift

Éditeur : Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN : 9783540307822
Date de publication : 9 févr. 2006
Dimensions : 23,5 x 15,5 x 4,0 cm
Poids : 1111 g
Langue : Anglais
Pays d'origine : Allemagne

Dedicated to the Russian mathematician Albert Shiryaev on his 70th birthday, this collection of papers are written by his former students, co-authors and colleagues. It represents the modern development of a quickly maturing theory. It is suitable for PhD students and young researchers.

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