Seminar on Stochastic Analysis, Random Fields and Applications III, 2002 Centro Stefano Franscini, Ascona, September 1999 Progress in Probability Series, Vol. 52
Coordonnateurs : Dalang Robert C., Dozzi Marco, Russo Francesco
This volume contains 20 refereed research or review papers presented at the five-day Third Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, from September 20 to 24, 1999. The seminar focused on three topics: fundamental aspects of stochastic analysis, physical modeling, and applications to financial engineering. The third topic was the subject of a mini-symposium on stochastic methods in financial models.
Date de parution : 10-2012
Ouvrage de 302 p.
15.5x23.5 cm
Date de parution : 04-2002
Ouvrage de 302 p.
15.5x23.5 cm