Stochastic Calculus for Quantitative Finance /
In 1994 and 1998 F. Delbaen and W. Schachermayer published two breakthrough papers where they proved continuous-time versions of the Fundamental Theorem of Asset Pricing. This is one of the most remarkable achievements in modern Mathematical Finance which led to intensive investigations in many appl...
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| Format: | eBook |
| Language: | English |
| Published: |
London : Kidlington, Oxford :
ISTE Press Ltd ; Elsevier Ltd.,
2015.
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| Series: | Optimization in insurance and finance set.
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| Online Access: | Connect to the full text of this electronic book |
Internet
Connect to the full text of this electronic bookAvailable Online
| Call Number: |
QA274 |
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| Call Number | Status | Get It |
| QA274 | Available | |