Book titles in this series

Stochastic Calculus via Regularizations

Authors:

• Francesco Russo
• Pierre Vallois

• Copyright: 2022

Available Renditions

• Hard cover
• Soft cover
• eBook

Continuous Time Processes for Finance

Switching, Self-exciting, Fractional and other Recent Dynamics

Authors:

• Donatien Hainaut

• Copyright: 2022

Available Renditions

• Hard cover
• Soft cover
• eBook

Selected Topics in Malliavin Calculus

Chaos, Divergence and So Much More

Authors:

• Laurent Decreusefond

• Copyright: 2022

Available Renditions

• Hard cover
• Soft cover
• eBook

Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations

Authors:

• Grigorij Kulinich
• Svitlana Kushnirenko
• Yuliya Mishura

• Copyright: 2020

Available Renditions

• Hard cover
• Soft cover
• eBook

Parameter Estimation in Fractional Diffusion Models

Authors:

• Kęstutis Kubilius
• Yuliya Mishura
• Kostiantyn Ralchenko

• Copyright: 2017

Available Renditions

• Hard cover
• Soft cover
• eBook

Stochastic Analysis for Poisson Point Processes

Malliavin Calculus, Wiener-Itô Chaos Expansions and Stochastic Geometry

Editors:

• Giovanni Peccati
• Matthias Reitzner

• Copyright: 2016

Available Renditions

• Hard cover
• Soft cover
• eBook

Affine Diffusions and Related Processes: Simulation, Theory and Applications

Authors:

• Aurélien Alfonsi

• Copyright: 2015

Available Renditions

• Hard cover
• Soft cover
• eBook

Selected Aspects of Fractional Brownian Motion

Authors:

• Ivan Nourdin

• Copyright: 2012

Available Renditions

• Hard cover
• Soft cover
• eBook

Functionals of Multidimensional Diffusions with Applications to Finance

Authors:

• Jan Baldeaux
• Eckhard Platen

• Copyright: 2013

Available Renditions

• Hard cover
• Soft cover
• eBook

PDE and Martingale Methods in Option Pricing

Authors:

• Andrea Pascucci

• Copyright: 2011

Available Renditions

• Hard cover
• Soft cover
• eBook