Stochastic processes, finance and control: a festschrift in honor of robert j elliott
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789814383301
Date de publication :
28 sept. 2012
Langue :
Anglais
Pays d'origine :
Singapour
Consists of a series of peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering. This book is of interest to researchers and practitioners.