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Hypermodels In Mathematical Finance: Modelling Via Infinitesimal Analysis
Language: en
Pages: 313
Authors: Siu-ah Ng
Categories: Business & Economics
Type: BOOK - Published: 2003-01-23 - Publisher: World Scientific

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At the beginning of the new millennium, two unstoppable processes are taking place in the world: (1) globalization of the economy; (2) information revolution. A
Hypermodels in Mathematical Finance
Language: en
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Categories: Business & Economics
Type: BOOK - Published: 2003 - Publisher: World Scientific

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At the beginning of the new millennium, two unstoppable processes aretaking place in the world: (1) globalization of the economy; (2)information revolution. As
Hyperfinite Dirichlet Forms and Stochastic Processes
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Type: BOOK - Published: 2011-05-27 - Publisher: Springer Science & Business Media

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This monograph treats the theory of Dirichlet forms from a comprehensive point of view, using "nonstandard analysis." Thus, it is close in spirit to the discret
Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion
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After functional, measure and stochastic analysis prerequisites, the author covers chaos decomposition, Skorohod integral processes, Malliavin derivative and Gi
Mathematical Reviews
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