Stochastic calculus and differential equations for physics and finance
"Stochastic calculus provides a powerful description of a specific class of stochastic processes in physics and finance. However, many econophysicists struggle to understand it. This book presents the subject simply and systematically, giving graduate students and practitioners a better underst...
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| Format: | Electronic eBook |
| Language: | English |
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Cambridge ; New York :
Cambridge University Press,
2012.
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| Online Access: | Click to View |