Change Of Time And Change Of Measure
Albert N (Steklov Mathematical Inst & Moscow State Univ, Russia) Shiryaev, Ole E (Aarhus Univ, Denmark) Barndorff-nielsen
World Scientific Publishing Co Pte Ltd, 2010
87,25 €On orderDelivery: 2-3 weeks
Provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law. This book is suitable for graduate-level courses and students, as well as for researchers and practitioners in financial mathematics and econometrics.
- ISBN-13
- 9789814324472
- ISBN-10
- 9814324477
- Publisher
- World Scientific Publishing Co Pte Ltd
- Year
- 2010
- Publication date
- 2010-11-09
- Pages
- 322
- Dimensions
- 234x150x23
- Weight
- 592