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About this product
- DescriptionIt deals with innovative methods, mainly from stochastic analysis, that play a fundamental role in the mathematical modelling of finance and insurance: the theory of stochastic processes, optimal and stochastic control, stochastic differential equations, convex analysis and duality theory.
- Author(s)Christian Hipp,Kerry Back,Shige Peng,Tomasz R. Bielecki,Walter Schachermayer
- PublisherSpringer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Date of Publication22/11/2004
- Series TitleLecture Notes in Mathematics
- Series Part/Volume Number1856
- Place of PublicationBerlin
- Country of PublicationGermany
- ImprintSpringer-Verlag Berlin and Heidelberg GmbH & Co. K
- Content NoteXVI, 312 p.
- Weight1020 g
- Width155 mm
- Height235 mm
- Volume editorMarco Frittelli,Wolfgang Runggaldier
- Edition Statement2004 ed.
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