Continuous stochastic calculus with applications to finance /

Bibliographic Details
Main Author: Meyer, Michael (Michael J.) (Author)
Corporate Author: Taylor & Francis
Format: eBook
Language:English
Published: Boca Raton, FL : Chapman and Hall/CRC, 2001.
Series:Applied mathematics ; 17
Subjects:
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • chapter 1 Preliminaries
  • chapter 2 Gaussian Processes
  • chapter 3 Measurability Properties of Stochastic Processes
  • chapter 4 a The model.