Bernard Roynette – författare
Visar alla böcker från författaren Bernard Roynette. Handla med fri frakt och snabb leverans.
9 produkter
Marches Aleatoires sur les Groupes de Lie
Av Yves Guivarc'h, Michael Keane m. fl.
Häftad, 1977
387 kr
Lägg i varukorg
Marches Aleatoires sur les Groupes de Lie
Av Bernard Roynette, Michael Keane m. fl.
E-bok, 2006
343 kr
Lägg i varukorg
Penalising Brownian Paths
Häftad, 2009
551 kr
Lägg i varukorg
Penalising a process is to modify its distribution with a limiting procedure, thus defining a new process whose properties differ somewhat from those of the original one. We are presenting a number of examples of such penalisations in the Brownian and Bessel processes framework. The Martingale …
Penalising Brownian Paths
E-bok, 2009
734 kr
Lägg i varukorg
Penalising a process is to modify its distribution with a limiting procedure, thus defining a new process whose properties differ somewhat from those of the original one. We are presenting a number of examples of such penalisations in the Brownian and Bessel processes framework. The Martingale …
Option Prices as Probabilities
A New Look at Generalized Black-Scholes Formulae
Av Christophe Profeta, Bernard Roynette m. fl.
Häftad, 2010
551 kr
Lägg i varukorg
Discovered in the seventies, Black-Scholes formula continues to play a central role in Mathematical Finance. We recall this formula. Let (B ,t? 0; F ,t? 0, P) - t t note a standard Brownian motion with B = 0, (F ,t? 0) being its natural ?ltra- 0 t t tion. Let E := exp B? ,t? 0 denote the …
Option Prices as Probabilities
A New Look at Generalized Black-Scholes Formulae
Av Marc Yor, Bernard Roynette m. fl.
E-bok, 2010
718 kr
Lägg i varukorg
Discovered in the seventies, Black-Scholes formula continues to play a central role in Mathematical Finance. We recall this formula. Let (B ,t? 0; F ,t? 0, P) - t t note a standard Brownian motion with B = 0, (F ,t? 0) being its natural ?ltra- 0 t t tion. Let E := exp B? ,t? 0 denote the …
Peacocks and Associated Martingales, with Explicit Constructions
Av Francis Hirsch, Christophe Profeta m. fl.
Inbunden, 2011
1098 kr
Lägg i varukorg
We call peacock an integrable process which is increasing in the convex order; such a notion plays an important role in Mathematical Finance. A deep theorem due to Kellerer states that a process is a peacock if and only if it has the same one-dimensional marginals as a martingale. Such a martingale …
Peacocks and Associated Martingales, with Explicit Constructions
Av Marc Yor, Bernard Roynette m. fl.
E-bok, 2011
1459 kr
Lägg i varukorg
We call peacock an integrable process which is increasing in the convex order; such a notion plays an important role in Mathematical Finance. A deep theorem due to Kellerer states that a process is a peacock if and only if it has the same one-dimensional marginals as a martingale. Such a martingale …
Peacocks and Associated Martingales, with Explicit Constructions
Av Francis Hirsch, Christophe Profeta m. fl.
Häftad, 2013
1098 kr
Lägg i varukorg
We call peacock an integrable process which is increasing in the convex order; such a notion plays an important role in Mathematical Finance. A deep theorem due to Kellerer states that a process is a peacock if and only if it has the same one-dimensional marginals as a martingale. Such a martingale …
