Selected Topics in Malliavin Calculus : Chaos, Divergence and So Much More
Laurent Decreusefond
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Add to BasketAsymptotic Analysis of Unstable Solutions of Stochastic Differential Equations
Grigorij Kulinich
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Grigorij Kulinich
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Jan Baldeaux
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Functionals of Multidimensional Diffusions with Applications to Finance
Jan Baldeaux
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Functionals of Multidimensional Diffusions with Applications to Finance
Jan Baldeaux
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Affine Diffusions and Related Processes: Simulation, Theory and Applications
Aurelien Alfonsi
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Affine Diffusions and Related Processes: Simulation, Theory and Applications
Aurelien Alfonsi
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Stochastic Analysis for Poisson Point Processes : Malliavin Calculus, Wiener-Ito Chaos Expansions and Stochastic Geometry
Giovanni Peccati
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Stochastic Analysis for Poisson Point Processes : Malliavin Calculus, Wiener-Ito Chaos Expansions and Stochastic Geometry
Giovanni Peccati
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Selected Topics in Malliavin Calculus : Chaos, Divergence and So Much More
Laurent Decreusefond
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Continuous Time Processes for Finance : Switching, Self-exciting, Fractional and other Recent Dynamics
Donatien Hainaut
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Stochastic Calculus via Regularizations
Francesco Russo
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Add to BasketAffine Diffusions and Related Processes: Simulation, Theory and Applications
Aurelien Alfonsi
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Parameter Estimation in Fractional Diffusion Models
Kestutis Kubilius
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Stochastic Analysis for Poisson Point Processes : Malliavin Calculus, Wiener-Ito Chaos Expansions and Stochastic Geometry
Giovanni Peccati
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Parameter Estimation in Fractional Diffusion Models
Kestutis Kubilius
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Wiener Chaos: Moments, Cumulants and Diagrams : A survey with Computer Implementation
Giovanni Peccati
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PDE and Martingale Methods in Option Pricing
Andrea Pascucci
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Peacocks and Associated Martingales, with Explicit Constructions
Francis Hirsch
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Peacocks and Associated Martingales, with Explicit Constructions
Francis Hirsch
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Selected Aspects of Fractional Brownian Motion
Ivan Nourdin
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