Essentials of Stochastic Processes (Q5891497)
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scientific article; zbMATH DE number 6023361
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Essentials of Stochastic Processes |
scientific article; zbMATH DE number 6023361 |
Statements
Essentials of Stochastic Processes (English)
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12 April 2012
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Markov chains
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Poisson process
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renewal processes
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martingales
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Black-Scholes formula
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American options
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