LIBROS DEL AUTOR: dan pirjol

1 resultados para LIBROS DEL AUTOR: dan pirjol

dan pirjol Eliminar filtro Quitar filtros
  • Stochastic Exponential Growth and Lattice Gases
    Dan Pirjol
    The book discusses a class of discrete time stochastic growth processes for which the growth rate is proportional to the exponential of a Gaussian Markov process. These growth processes appear naturally in problems of mathematical finance as discrete time approximations of stochastic volatility models and stochastic interest rates models such as the Black-Derman-Toy and Black-K...
    Disponible

    48,55 €