Stochastic finance
Subtitle: an introduction in discrete time
By: by Hans Föllmer, Alexander Schied.
Contributors: Schied, Alexander.
Edition: 2nd rev. and extended ed.
Series: De Gruyter studies in mathematics ;; 27
Publisher: Walter de Gruyter
Published: 2004
Place of publication: New York
Language: eng
Number of pages: 459
Subjects: Finance -- Statistical methods; Stochastic analysis; Probabilities
Notes: Includes bibliographical references and index.