Paris-Princeton Lectures on Mathematical Finance 2002 [[electronic resource] /] / by Peter Bank, Fabrice Baudoin, Hans Föllmer, L. C. G. Rogers, Halil Mete Soner, Nizar Touzi ; edited by René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi |
Autore | Bank Peter |
Edizione | [1st ed. 2003.] |
Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 |
Descrizione fisica | 1 online resource (X, 178 p.) |
Disciplina | 332.0151 |
Collana | Lecture Notes in Mathematics |
Soggetto topico |
Economics, Mathematical
Game theory Probabilities Quantitative Finance Game Theory, Economics, Social and Behav. Sciences Probability Theory and Stochastic Processes |
ISBN | 3-540-44859-4 |
Classificazione | 91B28 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | M.H. Soner, N. Touzi: The Problem of Super-replication under Constraints -- F. Baudoin: Modelling Anticipations on Financial Markets -- L.C.G. Rogers: Duality in Constrained Optimal Investment and Consumption problems: A Synthesis -- P. Bank, H. Föllmer: American Options, Multi-armed Bandits, and Optimal Consumption Plans: A Unifying View. |
Record Nr. | UNISA-996466384003316 |
Bank Peter
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Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 | ||
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Lo trovi qui: Univ. di Salerno | ||
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Paris-Princeton Lectures on Mathematical Finance 2002 / / by Peter Bank, Fabrice Baudoin, Hans Föllmer, L. C. G. Rogers, Halil Mete Soner, Nizar Touzi ; edited by René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi |
Autore | Bank Peter |
Edizione | [1st ed. 2003.] |
Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 |
Descrizione fisica | 1 online resource (X, 178 p.) |
Disciplina | 332.0151 |
Collana | Lecture Notes in Mathematics |
Soggetto topico |
Economics, Mathematical
Game theory Probabilities Quantitative Finance Game Theory, Economics, Social and Behav. Sciences Probability Theory and Stochastic Processes |
ISBN | 3-540-44859-4 |
Classificazione | 91B28 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | M.H. Soner, N. Touzi: The Problem of Super-replication under Constraints -- F. Baudoin: Modelling Anticipations on Financial Markets -- L.C.G. Rogers: Duality in Constrained Optimal Investment and Consumption problems: A Synthesis -- P. Bank, H. Föllmer: American Options, Multi-armed Bandits, and Optimal Consumption Plans: A Unifying View. |
Record Nr. | UNINA-9910144602003321 |
Bank Peter
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Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 | ||
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Lo trovi qui: Univ. Federico II | ||
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Stochastic analysis and related topics : a Festschrift in honor of Rodrigo Bañuelos / / edited by Fabrice Baudoin, Jonathon Peterson |
Edizione | [1st ed. 2017.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Birkhäuser, , 2017 |
Descrizione fisica | 1 online resource (VII, 221 p.) |
Disciplina | 519.2 |
Collana | Progress in Probability |
Soggetto topico |
Probabilities
Partial differential equations Probability Theory and Stochastic Processes Partial Differential Equations |
ISBN | 3-319-59671-3 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Preface -- Positive-homogeneous operators, heat kernel estimates and the Legendre-Fenchel transform -- Strong stability of heat Kernels of non-symmetric stable-like operators -- Multiplicative functional for the heat equation on manifolds with boundary -- Connections between the Dirichlet and the Neumann problem for continuous and integrable boundary data -- Decomposition and limit theorems for a class of self-similar Gaussian processes -- On a priori estimates for rough PDES -- Lévy systems and moment formulas for mixed Poisson integrals -- Conformal transforms and Doob's h-processes on Heisenberg Groups -- On the Macroscopic Fractal Geometry of Some Random Sets -- Critical behavior of mean-field XY and related models. |
Record Nr. | UNINA-9910254286703321 |
Cham : , : Springer International Publishing : , : Imprint : Birkhäuser, , 2017 | ||
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Lo trovi qui: Univ. Federico II | ||
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