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Účet
Markov processes.- Stochastic Differential Equations and Martingale Problems.- Stochastic Filtering.- Static Markov Bridges and Enlargement of Filtrations.- Dynamic Bridges.- Financial markets with informational asymmetries and equilibrium.- Kyle-Back model with dynamic information: no default...
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Markov processes.- Stochastic Differential Equations and Martingale Problems.- Stochastic Filtering.- Static Markov Bridges and Enlargement of Filtrations.- Dynamic Bridges.- Financial markets with informational asymmetries and equilibrium.- Kyle-Back model with dynamic information: no default case.- Appendix A.
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- Nakladateľ: Springer, Berlin
- Kód:
- Rok vydania: 2018
- Jazyk: Angličtina
- Väzba: Hardback
- Šírka balenia: 15.5 cm
- Výška balenia: 23.5 cm
- Hĺbka balenia: 1.8 cm
- Váha balenia: 528 g
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