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Stochastic Calculus for Quantitative Finance
In 1994 and 1998 F. Delbaen and W. Schachermayer published two breakthrough papers where they proved continuous-time versions of the Fundamental Theorem of Asset Pricing. This is one of the most remarkable achievements in modern Mathematical Finance which led to intensive investigations in many appl...
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Corporate Author: | |
Format: | eBook |
Language: | English |
Published: |
London : Kidlington, Oxford :
ISTE Press Ltd ; Elsevier Ltd.,
2015.
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Series: | Optimization in insurance and finance set.
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Physical Description: |
1 online resource. |
Subjects: | |
Online Access: | Elsevier - Click here for access |
Copy 1 | CMU Electronic Access | Online |
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