Optional processes : theory and applications /

It is well-known that modern stochastic calculus has been exhaustively developed under usual conditions. Despite such a well-developed theory, there is evidence to suggest that these very convenient technical conditions cannot necessarily be fulfilled in real-world applications. Optional Processes:...

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Bibliographic Details

Main Authors:	Abdelghani, Mohamed (Author), Melʹnikov, A. V., 1953- (Author)
Corporate Author:	Taylor & Francis
Format:	eBook
Language:	English
Published:	Boca Raton, FL : CRC Press, Taylor and Francis Group, 2020.
Edition:	First edition.
Series:	Chapman & Hall/CRC financial mathematics series
Subjects:	Stochastic processes. Stochastic analysis. Calculus. BUSINESS & ECONOMICS / Finance MATHEMATICS / General MATHEMATICS / Probability & Statistics / General Electronic books.
Online Access:	Connect to the full text of this electronic book