Stochastic analysis, stochastic systems, and applications to finance
Stochastic analysis, stochastic systems, and applications to finance [electronic resource] /
edited by Allanus Tsoi, David Nualart, George Yin.
- Singapore : World Scientific, c2011.
- x, 261 p. : ill.
"It is an expanded version of papers presented at the first Kansas-Missouri Winter School of Applied Probability, which was organized by Allanus Tsoi and was held at the University of Missouri, February 14 and 15, 2008"--P. vii.
Includes bibliographical references.
pt. 1. Stochastic analysis and systems -- pt. 2. Finance and stochastics.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2012.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Finance--Mathematical models--Congresses.
Stochastic systems--Congresses.
Stochastic analysis--Congresses.
Electronic books.
HG106 / .S76 2011eb
"It is an expanded version of papers presented at the first Kansas-Missouri Winter School of Applied Probability, which was organized by Allanus Tsoi and was held at the University of Missouri, February 14 and 15, 2008"--P. vii.
Includes bibliographical references.
pt. 1. Stochastic analysis and systems -- pt. 2. Finance and stochastics.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2012.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Finance--Mathematical models--Congresses.
Stochastic systems--Congresses.
Stochastic analysis--Congresses.
Electronic books.
HG106 / .S76 2011eb