| 书目名称 | From Stochastic Calculus to Mathematical Finance |
| 副标题 | The Shiryaev Festsch |
| 编辑 | Yuri Kabanov,Robert Liptser,Jordan Stoyanov |
| 视频video | http://file.papertrans.cn/349/348957/348957.mp4 |
| 概述 | Includes supplementary material: |
| 图书封面 |  |
| 描述 | .Dedicated to the eminent Russian mathematician Albert Shiryaev on the occasion of his 70th birthday, the Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. These reflect the wide range of scientific interests of the teacher and his Moscow school. The topics range from the disorder problems to stochastic calculus and their applications to mathematical economics and finance. A full biobibliography of Shiryaev’s works is included...The book represents the modern state of art of many aspects of a quickly maturing theory and will be an essential source and reading for researchers in this area. The diversity of the topics and the comprehensive style of the papers make the book amenable and attractive for PhD students and young researchers.. |
| 出版日期 | Book 2006 |
| 关键词 | disorder problem; mathematical economics; mathematical finance; optimal control; semimartingales; stochas |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-540-30788-4 |
| isbn_softcover | 978-3-642-06803-4 |
| isbn_ebook | 978-3-540-30788-4 |
| copyright | Springer-Verlag Berlin Heidelberg 2006 |
|Archiver|手机版|小黑屋|
派博传思国际
( 京公网安备110108008328)
GMT+8, 2025-9-13 06:23
发表于 2025-3-21 18:26:51
