Stochastic analysis, stochastic systems, and applications to finance - Tsoi, Allanus Hak-Man, 1955-; Nualart, David, 1951-; Yin, George, 1954-; University of Kansas; University of Missouri--Columbia.; ProQuest (Firm) (Singapore : World Scientific, 2011)
pt. 1. Stochastic analysis and systems -- pt. 2. Finance and stochastics.
"It is an expanded version of papers presented at the first Kansas-Missouri Winter School of Applied Probability, which was organized by Allanus Tsoi and was held at the University of Missouri, February 14 and 15, 2008"--P. vii.
Includes bibliographical references.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Keywords: Finance -- Mathematical models -- Congresses; Stochastic systems -- Congresses; Stochastic analysis -- Congresses; Electronic books