Probability Theory and Stochastic Processes; Quant

Tempered Stable Distributions: Stochastic Models for Multiscale Processes

2016 · ENGLISH · PDF

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The Fascination of Probability, Statistics and their Applications: In Honour of Ole E. Barndorff-Nielsen

2016 · ENGLISH · PDF

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Elementary Probability Theory: With Stochastic Processes and an Introduction to Mathematical Finance

2003 · ENGLISH · PDF

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Stochastic Integration in Banach Spaces: Theory and Applications

2015 · ENGLISH · PDF

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Markov decision processes with applications to finance

2011 · ENGLISH · PDF

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Fluctuations of Lévy Processes with Applications: Introductory Lectures

2014 · ENGLISH · PDF

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Malliavin Calculus and Stochastic Analysis: A Festschrift in Honor of David Nualart

2013 · ENGLISH · PDF

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Martingale in diskreter Zeit: Theorie und Anwendungen

2013 · GERMAN · PDF

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Option Prices as Probabilities: A New Look at Generalized Black-Scholes Formulae

2010 · ENGLISH · PDF

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Quantum Probability and Applications IV: Proceedings of the Year of Quantum Probability, held at the University of Rome II, Italy, 1987

1989 · ENGLISH · PDF

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Non-Life Insurance Mathematics

1988 · ENGLISH · PDF

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Introduction to Stochastic Integration

2006 · ENGLISH · PDF

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Elementary Probability Theory: With Stochastic Processes and an Introduction to Mathematical Finance

2003 · ENGLISH · PDF

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Stochastic Calculus and Financial Applications

2001 · ENGLISH · PDF

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Séminaire de Probabilités XXXV

2001 · ENGLISH-FRENCH · PDF

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Exponential Functionals of Brownian Motion and Related Processes

2001 · ENGLISH · PDF

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Peacocks and Associated Martingales, with Explicit Constructions

2011 · ENGLISH · PDF

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Stochastic Analysis with Financial Applications: Hong Kong 2009

2011 · ENGLISH · PDF

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Peacocks and Associated Martingales, with Explicit Constructions

2011 · ENGLISH · PDF

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Markov Decision Processes with Applications to Finance

2011 · ENGLISH · PDF

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Parameter Estimation in Stochastic Differential Equations

2008 · ENGLISH · PDF

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Parameter Estimation in Stochastic Differential Equations

2008 · ENGLISH · PDF

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Option Prices as Probabilities: A New Look at Generalized Black-Scholes Formulae

2010 · ENGLISH · PDF

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Stochastic Methods in Finance: Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003

2004 · ENGLISH · PDF

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