Point Processes and Jump Diffusions

DOI10.1017/9781009002127zbMath1503.60001OpenAlexW3149436936MaRDI QIDQ4986963

Thomas Björk

Publication date: 28 April 2021

Full work available at URL: https://doi.org/10.1017/9781009002127

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Actuarial science and mathematical finance (91Gxx) Jump processes on discrete state spaces (60J74)

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In memoriam: Tomas Björk (1947--2021). On his career and beyond

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