01663nam0 22004333i 450 VAN027854920240625091505.649N978366264711020240625d2023 |0itac50 baengDE|||| |||||Stochastic Processes and Financial MathematicsLudger RüschendorfBerlinSpringer2023ix, 304 p.ill.24 cm001VAN02760672001 Mathematics Study Resources210 Berlin [etc.]Springer2022-1VAN0278550Stochastische Prozesse und Finanzmathematik4168220Black-Scholes modelKW:KDonsker theoremKW:KExponential levy modelsKW:KItô-FormulaKW:KMartingales and semi-martingalesKW:KOptimal hedging strategiesKW:KOption pricingKW:KOption valuation in complete and incomplete marketsKW:KPortfolio optimizationKW:KSkorohods embedding theoremKW:KStochastic AnalysisKW:KStochastic IntegralsKW:KUtility optimizationKW:KBerlinVANL000066RuschendorfLudgerVANV036227535187Springer <editore>VANV108073650ITSOL20240628RICAhttps://doi.org/10.1007/978-3-662-64711-0E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethNVAN0278549Stochastische Prozesse und Finanzmathematik4168220UNICAMPANIA