Provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law. This book is suitable for graduate-level courses and students, as well as for researchers and practitioners in financial mathematics and econometrics.

320 pages, illustrations

Media	Boeken Hardcover Book (Boek met harde rug en kaft)
Vrijgegeven	9 november 2010
ISBN13	9789814324472
Uitgevers	World Scientific Publishing Co Pte Ltd
Pagina's	324
Afmetingen	150 × 234 × 23 mm · 592 g
Uitgever	Barndorff-nielsen, Ole E.
Uitgever	Shiryaev, Albert N.

Bekijk alles van Barndorff-nielsen, Ole E (Aarhus Univ, Denmark) ( bijv. Hardcover Book )