ACORN 发表于 2025-3-21 16:51:45

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慢慢啃 发表于 2025-3-21 20:36:49

ted to Professor Eckhard Platen to celebrate his 60th birthdThis volume contains a collection of papers dedicated to Professor Eckhard Platen to celebrate his 60th birthday, which occurred in 2009. The contributions have been written by a number of his colleagues and co-authors. All papers have been

四牛在弯曲 发表于 2025-3-22 03:26:38

Carl Chiarella,Alexander Novikovoutlines contemporary advances in a number of key areas of mathematical finance.authors are major contributors to these various areas.dedicated to Professor Eckhard Platen to celebrate his 60th birthd

RADE 发表于 2025-3-22 04:45:42

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burnish 发表于 2025-3-22 09:27:16

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甜食 发表于 2025-3-22 16:48:54

978-3-642-43858-5Springer-Verlag Berlin Heidelberg 2010

甜食 发表于 2025-3-22 19:02:00

Visual Analysis of Website Browsing Patternsen time-horizon and with given initial market weight configuration .(0)=z. We characterize this quantity (i) as the smallest amount of relative entropy with respect to the ., under which the market weight process .(·) is a diffusion with values in the unit simplex . and the same covariance str

Acupressure 发表于 2025-3-22 22:47:33

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endoscopy 发表于 2025-3-23 04:43:11

Probabilistic Aspects of Arbitrage,er this “minimal energy” measure, the portfolio . generated by the function .(⋅ ,⋅) has the numéraire and relative log-optimality properties. This same portfolio . also attains the highest possible relative return on investment with respect to the market.

modish 发表于 2025-3-23 08:28:48

sition to which he was appointed in 1994. Eckhard completed a PhD in Mathematics at the Technical University in Dresden in 1975 and in 1985 obtained his Doctor of Science degree (Habilitation degree in the Germ978-3-642-43858-5978-3-642-03479-4
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查看完整版本: Titlebook: Contemporary Quantitative Finance; Essays in Honour of Carl Chiarella,Alexander Novikov Book 2010 Springer-Verlag Berlin Heidelberg 2010 M