Shige Peng – författare
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5 produkter
Stochastic Methods in Finance
Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003
Av Kerry Back, Tomasz R. Bielecki m. fl.
Häftad, 2004
551 kr
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This volume includes the five lecture courses given at the CIME-EMS School on "Stochastic Methods in Finance" held in Bressanone/Brixen, Italy 2003. It deals with innovative methods, mainly from stochastic analysis, that play a fundamental role in the mathematical modelling of finance and …
Stochastic Methods in Finance
Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003
Av Walter Schachermayer, Shige Peng m. fl.
E-bok, 2004
712 kr
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This volume includes the five lecture courses given at the CIME-EMS School on "Stochastic Methods in Finance" held in Bressanone/Brixen, Italy 2003. It deals with innovative methods, mainly from stochastic analysis, that play a fundamental role in the mathematical modelling of finance and …
Nonlinear Expectations and Stochastic Calculus under Uncertainty
with Robust CLT and G-Brownian Motion
Av Shige Peng
Inbunden, 2019
1316 kr
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This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations. It provides a gentle coverage of the theory of nonlinear expectations and related stochastic analysis. Many notions …
Nonlinear Expectations and Stochastic Calculus under Uncertainty
with Robust CLT and G-Brownian Motion
Av Shige Peng
E-bok, 2019
1785 kr
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This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations. It provides a gentle coverage of the theory of nonlinear expectations and related stochastic analysis. Many notions …
Nonlinear Expectations and Stochastic Calculus under Uncertainty
with Robust CLT and G-Brownian Motion
Av Shige Peng
Häftad, 2020
1316 kr
Lägg i varukorg
This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations. It provides a gentle coverage of the theory of nonlinear expectations and related stochastic analysis. Many notions …