Stochastic analysis, stochastic systems, and applications to finance [electronic resource] / edited by Allanus Tsoi, David Nualart, George Yin.
Material type:
BookPublication details: Singapore : World Scientific, c2011.Description: x, 261 p. : illSubject(s): Genre/Form: LOC classification: - HG106 .S76 2011eb
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"It is an expanded version of papers presented at the first Kansas-Missouri Winter School of Applied Probability, which was organized by Allanus Tsoi and was held at the University of Missouri, February 14 and 15, 2008"--P. vii.
Includes bibliographical references.
pt. 1. Stochastic analysis and systems -- pt. 2. Finance and stochastics.
Electronic reproduction. Palo Alto, Calif. : ebrary, 2012. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
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