From Stochastic Calculus to Mathematical Finance
Subtitle: The Shiryaev Festschrift
Contributors: Yu. Kabanov (Editor); R. Lipster (Editor); J. Stoyanov (Editor)
Edition: 1 edition
Publisher: Springer
Published: March 14, 2006
Language: eng
Format: Hardcover
Number of pages: 634
ISBN-13: 9783540307822
Subjects: Applied mathematics; Mathematics; Probability & Statistics - General; Business mathematics; Science/Mathematics; Applied; 60-XX, 93-XX; Mathematics / Statistics; mathematical finance; optimal control; semimartingales; stochastic calculus; stochastic equations; Congresses; Stochastic analysis