Stochastic analysis is a key tool in the recent study of Mathematical Finance. Stochastic analytical models in Mathematical Finance are classified into two types. One is a discrete model, in which the trading time is restricted to the set of natural numbers, and moreover the underlying ...
Theory and application of a variety of mathematical techniques in economics are presented in this volume. Topics discussed include: martingale methods, sto... AG Malliaris,WA Brock - 《Journal of Finance》 被引量: 653发表: 1983年 Numerical methods for strong solutions of stochastic differential ...
In summary, this is a well-written text that treats the key classical models of finance through an applied probability approach...It should serve as an excellent introduction for anyone studying the mathematics of the classical theory of finance." --SIAM关键词: Finance Stochastic analysis 出版...
This volume contains the contributions to a conference that is among the most important meetings in financial mathematics. Serving as a bridge between probabilists in Japan (called the Ito School and known for its highly sophisticated mathematics) and mathematical finance and financial engineering, the...
Mathematical Problems in Engineering First Published: 22 March 2015 Abstract Full text PDF References Research Article Open Access Performance Analysis for Distributed Fusion with Different Dimensional Data Xianghui Yuan, Zhansheng Duan, Chongzhao Han Mathematical Problems in Engineering First Published:...
Equilibrium Distribution of Agents by Types in a Market, and Existence of Power Laws (Special Issue on Stochastic and Statistical Analysis in Mathematical Finance) 来自 jstage.jst.go.jp 喜欢 0 阅读量: 19 作者: Masanao AOKI 关键词: partition vector exchangeable random partition jump Markov process...
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the mod... RJ Elliott - 《Journal of the Royal Statistical Society》 被引量: 1107发表: 1986年 ...
General Equilibrium Analysis of Production and Increasing Returns Studies in East Asian Economies Econometric Modeling of Japan and Asia-Pacific Economies Equality of Opportunity Robust Mechanism Design Existence and Stability of Nash Equilibrium Simple Adaptive Strategies ...
E[X]:=n∑i=1xiP(X=xi)E[X]:=∑i=1nxiP(X=xi) X≥0X≥0almost surely,则: E[X]:=sup{E[Y]:Yis simple,0≤Y≤Xalmost surely.}E[X]:=sup{E[Y]:Yis simple,0≤Y≤Xalmost surely.} 注意,非负随机变量的期望可能为∞∞。
In recent years there appear several papers in finance on jump models and on jump- diffusion models using stochastic calculus, after the success of the Black-Scholes model. .Indeed, classical $[1|$ and [16] include chapters on jump-diffusions. Recent examples are [17], [22], [10], [11...