Search Results - "stochastic differential equation"

Financial instrument pricing using C++ by Duffy, Daniel J.

Table of Contents: “…Template programming in C++ -- Building block classes -- Ordinary and stochastic differential equations -- Programming the black-scholes environment -- Design patterns -- Design and deployment issues.…”
An electronic book accessible through the World Wide Web; click to view

Markov processes, Feller semigroups and evolution equations by Casteren, J. A. van

Table of Contents: “…Backward stochastic differential equations -- pt. 4. Long time behavior.…”
An electronic book accessible through the World Wide Web; click to view

Markov processes, Feller semigroups and evolution equations by Casteren, J. A. van

Table of Contents: “…Backward stochastic differential equations -- pt. 4. Long time behavior.…”
An electronic book accessible through the World Wide Web; click to view

Financial instrument pricing using C++ by Duffy, Daniel J.

Table of Contents: “…Template programming in C++ -- Building block classes -- Ordinary and stochastic differential equations -- Programming the black-scholes environment -- Design patterns -- Design and deployment issues.…”
An electronic book accessible through the World Wide Web; click to view

Stochastic processes selected papers of Hiroshi Tanaka / by Tanaka, Hiroshi

Table of Contents: “…Nagasawa) -- Stochastic Differential Equations for Mutually Reflecting Brownian Balls (with Y. …”
An electronic book accessible through the World Wide Web; click to view

Stochastic processes selected papers of Hiroshi Tanaka / by Tanaka, Hiroshi

Table of Contents: “…Nagasawa) -- Stochastic Differential Equations for Mutually Reflecting Brownian Balls (with Y. …”
An electronic book accessible through the World Wide Web; click to view

Stochastic processes and applications to mathematical finance proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 /

Table of Contents: “…Yamazato -- On stochastic differential equations driven by symmetric stable processes of Index [alpha] / H. …”
An electronic book accessible through the World Wide Web; click to view

Stochastic processes and applications to mathematical finance proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 /

Table of Contents: “…Yamazato -- On stochastic differential equations driven by symmetric stable processes of Index [alpha] / H. …”
An electronic book accessible through the World Wide Web; click to view

Recent developments in mathematical finance International Conference on Mathematical Finance, Shanghai, China, 10-13 May 2001 /

Table of Contents: “…Rutkowski -- Comonotonicity of Backward Stochastic Differential Equations 28 -- Z. Chen and X. Wang -- Some Lookback Option Pricing Problems 39 -- X. …”
An electronic book accessible through the World Wide Web; click to view

Recent developments in mathematical finance International Conference on Mathematical Finance, Shanghai, China, 10-13 May 2001 /

Table of Contents: “…Rutkowski -- Comonotonicity of Backward Stochastic Differential Equations 28 -- Z. Chen and X. Wang -- Some Lookback Option Pricing Problems 39 -- X. …”
An electronic book accessible through the World Wide Web; click to view

Statistical inference for fractional diffusion processes by Prakasa Rao, B. L. S.

An electronic book accessible through the World Wide Web; click to view

Statistical inference for fractional diffusion processes by Prakasa Rao, B. L. S.

An electronic book accessible through the World Wide Web; click to view

Computing Characterizations of Drugs for Ion Channels and Receptors Using Markov Models by Tveito, Aslak, Lines, Glenn T.

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Computing Characterizations of Drugs for Ion Channels and Receptors Using Markov Models by Tveito, Aslak, Lines, Glenn T.

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