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1
by Braumann, Carlos A.
Published 2019
John Wiley & Sons, Inc.
Table of Contents: “... Diffusion processes; 5.1 Definition; 5.2 Kolmogorov equations; 5.3 Multidimensional case; 6 Stochastic...”
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2
by Iacus, Stefano M.
Published 2011
J. Wiley & Sons
Table of Contents: “... Stochastic differential equations with jumps; 3.18.8 Itô formula for Lévy driven stochastic differential...”
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3
by Lindström, Erik, Madsen, Henrik, Nielsen, Jan Nygaard
Published 2015
CRC Press
Table of Contents: “... -- Kernel estimators in time series analysis -- Stochastic calculus -- Stochastic differential equations...”
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4
by Schlogl, Erik
Published 2014
CRC Press
Table of Contents: “... an implied volatility surface; Stochastic volatility Monte Carlo Simulation; Background; The generic Monte...”
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5
by Davison, Matt
Published 2014
Chapman and Hall/CRC
Table of Contents: “... binomial trees -- Random walks -- Basic stochastic calculus -- Simulating geometric Brownian motion...”
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6
by Junghenn, Hugo D.
Published 2011
CRC Press
Table of Contents: “... Model Revisited; 10. Stochastic Calculus; 11. The Black-Scholes-Merton Model; 12. Continuous-Time...”
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7
by James, Jessica
Published 2012
John Wiley & Sons, Inc.
Table of Contents: “... Rates with Incomplete Information -- 14. Exchange Rates in a Stochastic Discount Factor Framework -- 15...”