Ambit Stochastics

Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processe...

Quantitative Energy Finance

Finance and energy markets have been an active scientific field for some time, even though the...

Quantitative Energy Finance

Finance and energy markets have been an active scientific field for some time, even though the de...

Stochastic Analysis and Applications

Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twentiet...

Paris-Princeton Lectures on Mathematical Finance 2013

The current volume presents four chapters touching on some of the most important and modern areas...

Option Theory with Stochastic Analysis

Since 1972 and the appearance of the famous Black & Scholes option pric­ ing formula, derivatives...

Stochastic Analysis and Applications

Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twentiet...

Quantitative Energy Finance

InhaltsangabeA review of optimal investment rules in electricity generation.- A Survey of Commodi...

Stochastics of Environmental and Financial Economics

Stochastics of Environmental and Financial Economics

These Proceedings offer a selection of peer-reviewed research and survey papers by some of the fo...

Ambit Stochastics

Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes w...

Ambit Stochastics