Stochastic analysis, stochastic systems, and applications to finance

Stochastic analysis, stochastic systems, and applications to finance - New Jersey World Scientific 2011 - x,261p. ill. 24 cm.

"It is an expanded version of papers presented at the first Kansas-Missouri Winter School of Applied Probability, which was organized by Allanus Tsoi and was held at the University of Missouri, February 14 and 15, 2008"--P. vii.

Includes bibliographical references.

9789814355704

2011410350


Finance--Mathematical models--Congresses.
Stochastic systems--Congresses.
Stochastic analysis--Congresses.

332.0151923 / ST-

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