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Introduction au calcul stochastique appliqué à la finance · Study

BookIntroduction au calcul stochastique appliqué à la finance

Damien Lamberton1997

Book1997

Introduction au calcul stochastique appliqué à la finance

Damien Lamberton · Bernard Lapeyre

90 citations·0/0 files stored·Ellipses eBooks

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Stochastic processes and financial applications Probability and Statistical Research Risk and Portfolio Optimization

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1997A P.D.E. approach to Asian options: analytical and numerical evidence 2012Parameter Estimation for the Square-Root Diffusions: Ergodic and Nonergodic Cases 2013Asymptotic Behavior of the Maximum Likelihood Estimator for Ergodic and Nonergodic Square-Root Diffusions 2006Discrete-Time Dynamic Term Structure Models with Generalized Market Prices of Risk 2004Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation 2005Backward stochastic differential equations with enlarged filtration: Option hedging of an insider trader in a financial market with jumps 1998Extremal Behavior of Diffusion Models in Finance 2007Convergence of values in optimal stopping and convergence of optimal stopping times

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Year1997

Typebook

Published1997-01-01

VenueEllipses eBooks

Languagefr

Citations90

Files0 public / 0

ShelfStochastic processes and financial applications

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openalex_workW1483801101

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