Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processe...
Finance and energy markets have been an active scientific field for some time, even though the...
Finance and energy markets have been an active scientific field for some time, even though the de...
Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twentiet...
The current volume presents four chapters touching on some of the most important and modern areas...
Since 1972 and the appearance of the famous Black & Scholes option pric ing formula, derivatives...
Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twentiet...
InhaltsangabeA review of optimal investment rules in electricity generation.- A Survey of Commodi...
These Proceedings offer a selection of peer-reviewed research and survey papers by some of the fo...
Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes w...