LIBROS DEL AUTOR: yuri kabanov

2 resultados para LIBROS DEL AUTOR: yuri kabanov

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  • Markets with Transaction Costs
    Mher Safarian / Yuri Kabanov
    Approximative Hedging.- Arbitrage Theory for Frictionless Markets.- Arbitrage Theory under Transaction Costs.- Consumption-Investment Problems. ...
    Disponible

    132,61 €

  • Two-Scale Stochastic Systems
    Sergei Pergamenshchikov / Yuri Kabanov
    In many complex systems one can distinguish 'fast' and 'slow' processes with radically di?erent velocities. In mathematical models based on di?er- tialequations,suchtwo-scalesystemscanbedescribedbyintroducingexpl- itly a small parameter?on the left-hand side ofstate equationsfor the 'fast' variables,and these equationsare referredto assingularly pertu...
    Disponible

    66,32 €