Introduction to Stochastic Calculus with Applications
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Published By IMPERIAL COLLEGE PRESS

9781848168312, 9781848168336

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Martingales

Introduction to Stochastic Calculus with Applications ◽

10.1142/9781848168336_0007 ◽

2012 ◽

pp. 185-212

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Stochastic Differential Equations

Introduction to Stochastic Calculus with Applications ◽

10.1142/9781848168336_0005 ◽

2012 ◽

pp. 123-149

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations

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Preliminaries From Calculus

Introduction to Stochastic Calculus with Applications ◽

10.1142/9781848168336_0001 ◽

2012 ◽

pp. 1-20

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Basic Stochastic Processes

Introduction to Stochastic Calculus with Applications ◽

10.1142/9781848168336_0003 ◽

2012 ◽

pp. 55-90

Keyword(s):

Stochastic Processes

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Concepts of Probability Theory

Introduction to Stochastic Calculus with Applications ◽

10.1142/9781848168336_0002 ◽

2012 ◽

pp. 21-54

Keyword(s):

Probability Theory

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Applications in Engineering and Physics

Introduction to Stochastic Calculus with Applications ◽

10.1142/9781848168336_0014 ◽

2012 ◽

pp. 395-409

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Applications in Finance: Stock and FX Options

Introduction to Stochastic Calculus with Applications ◽

10.1142/9781848168336_0011 ◽

2012 ◽

pp. 289-324

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FRONT MATTER

Introduction to Stochastic Calculus with Applications ◽

10.1142/9781848168336_fmatter ◽

2012 ◽

pp. i-xiv

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BACK MATTER

Introduction to Stochastic Calculus with Applications ◽

10.1142/9781848168336_bmatter ◽

2012 ◽

pp. 411-438

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Pure Jump Processes

Introduction to Stochastic Calculus with Applications ◽

10.1142/9781848168336_0009 ◽

2012 ◽

pp. 251-268

Keyword(s):

Jump Processes

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Introduction to Stochastic Calculus with ApplicationsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By IMPERIAL COLLEGE PRESS

Martingales

Stochastic Differential Equations

Preliminaries From Calculus

Basic Stochastic Processes

Concepts of Probability Theory

Applications in Engineering and Physics

Applications in Finance: Stock and FX Options

FRONT MATTER

BACK MATTER

Pure Jump Processes

Introduction to Stochastic Calculus with Applications
Latest Publications