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author_facet:"Karatzas, Ioannis"
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optimal pricing »
options pricing
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optimal planning
,
optimal policies
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1
Applied Stochastic Analysis : Proceedings of a US-French Workshop, Rutgers University, New Brunswick, N.J., April 29 – May 2, 1991
Published 1992
Springer Berlin Heidelberg
Table of Contents:
“
... -- Bounds for the
price
of
options
-- Brownian and diffusion decision processes -- Kantorovich's functionals...
”
Read Now
2
Methods of Mathematical Finance
by
Karatzas, Ioannis
,
Shreve, Steven
Published 1998
Springer New York
“
... the context of Brownian-motion-driven asset
prices
, it develops contingent claim
pricing
and
optimal
...
”
Read Now
3
Methods of Mathematical Finance
by
Karatzas, Ioannis
,
Shreve, Steven
Published 1998
Springer New York
“
... the context of Brownian-motion-driven asset
prices
, it develops contingent claim
pricing
and
optimal
...
”
Read Now
4
Brownian Motion and Stochastic Calculus
by
Karatzas, Ioannis
,
Shreve, Steven
Published 1998
Springer New York
“
...
pricing
and consumption/investment
optimization
). This book contains a detailed discussion of weak...
”
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Author: Karatzas, Ioannis
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519 - Probabilities & applied mathematics
3
629 - Other branches of engineering
1
Language
English
4
Collection
Springer Book Archives -2004
4
Author
Karatzas, Ioannis
Shreve, Steven
3
Ocone, Daniel
1
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