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Theory of Stochastic Processes : With Applications to Financial Mathematics and Risk Theory | 1st edition

by Alexander Kukushkin and Dmytro Gusak

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Publisher Springer Nature
Language English
Book type Hardcover
Utgiven 2009-12-04
Edition 1
Pages 376
ISBN 9780387878614
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Description

Providing the necessary materials within a theoretical framework, this volume presents stochastic principles and processes, and related areas. Over 1000 exercises illustrate the concepts discussed, including modern approaches to sample paths and optimal stopping.

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