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Change of Time and Change of Measure - Advanced Series on Statistical Science and Applied Probability Barndorff-Nielsen, Ole E (Aarhus University, Denmark)
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Change of Time and Change of Measure - Advanced Series on Statistical Science and Applied Probability
Barndorff-Nielsen, Ole E (Aarhus University, Denmark)
Provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law. This book is suitable for graduate-level courses and students, as well as for researchers and practitioners in financial mathematics and econometrics.
320 pages, illustrations
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 9 de noviembre de 2010 |
| ISBN13 | 9789814324472 |
| Editores | World Scientific Publishing Co Pte Ltd |
| Páginas | 322 |
| Dimensiones | 150 × 234 × 23 mm · 592 g |
| Editor | Barndorff-nielsen, Ole E. |
| Editor | Shiryaev, Albert N. |
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