Optional processes : theory and applications /

It is well-known that modern stochastic calculus has been exhaustively developed under usual conditions. Despite such a well-developed theory, there is evidence to suggest that these very convenient technical conditions cannot necessarily be fulfilled in real-world applications. Optional Processes:...

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Bibliographic Details
Main Authors: Abdelghani, Mohamed (Author), Melʹnikov, A. V., 1953- (Author)
Format: Electronic eBook
Language:English
Published: Boca Raton, FL : CRC Press, Taylor & Francis Group, 2020.
Edition:First edition.
Series:Chapman & Hall/CRC financial mathematics series
Subjects:
Online Access:Taylor & Francis
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