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作者 IMS Workshop on Applied Probability (1999 : Chinese University of Hong Kong)
書名 Applied probability : [electronic resource] proceedings of an IMS Workshop on Applied Probability, May 31, 1999-June 12, 1999 : Institute of Mathematical Sciences at the Chinese University of Hong Kong, Hong Kong, China / Raymond Chan ... [et al.], editors
出版項 Providence, R.I. : American Mathematical Society : International Press, c2002
國際標準書號 9781470438166 (online)
book jacket
說明 1 online resource (vii, 148 p. : ill.)
系列 AMS/IP Studies in Advanced Mathematics, 2472-5153 ; v. 26
附註 Includes bibliographical references
A direct method for stochastic automata networks Estimating the speed of random walks A new story of ergodic theory Solvability of a stochastic linear quadratic optimal control problem Convertible bonds with market risk and credit risk Quasi-Monte Carlo methods and their randomizations Contingent claim approach for analyzing the credit risk of defaultable currency swaps Dynamic insider trading A new hedging model and a nonlinear generalization of Black-Scholes formula An overview on the Martingale approach to option pricing On comparison theorems for diffusion processes
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Electronic reproduction. Providence, Rhode Island : American Mathematical Society. 2012
Mode of access : World Wide Web
Description based on print version record
鏈接 Print version: Applied probability : (DLC) 2002025578 1089-3288 9780821831915
主題 Probabilities -- Congresses
Alt Author Chan, Raymond H., 1958-
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