Stochastic processes in financial mathematics (continuous time)

Theory of Stochastic Processes - Problem Books in Mathematics ◽

10.1007/978-0-387-87862-1_19 ◽

2009 ◽

pp. 315-326

Author(s):

Dmytro Gusak ◽

Alexander Kukush ◽

Alexey Kulik ◽

Yuliya Mishura ◽

Andrey Pilipenko

Keyword(s):

Stochastic Processes ◽

Continuous Time ◽

Financial Mathematics

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The tail process and tail measure of continuous time regularly varying stochastic processes

Extremes ◽

10.1007/s10687-021-00417-3 ◽

2021 ◽

Author(s):

Philippe Soulier

Keyword(s):

Stochastic Processes ◽

Continuous Time ◽

Regularly Varying ◽

Tail Measure

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Continuous-Time Stochastic Processes

Monte Carlo Methods and Models in Finance and Insurance - Chapman & Hall/CRC Financial Mathematics Series ◽

10.1201/9781420076196-c6 ◽

2010 ◽

pp. 309-334

Keyword(s):

Stochastic Processes ◽

Continuous Time

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Stimulus sampling learning models described as continuous-time stochastic processes

Journal of Mathematical Psychology ◽

10.1016/0022-2496(69)90004-2 ◽

1969 ◽

Vol 6 (2) ◽

pp. 240-257

Author(s):

Jean Donio

Keyword(s):

Stochastic Processes ◽

Continuous Time ◽

Learning Models ◽

Stimulus Sampling

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Financial Mathematics in Continuous Time

Lévy Processes in Finance - Wiley Series in Probability and Statistics ◽

10.1002/0470870230.ch2 ◽

2003 ◽

pp. 11-22

Keyword(s):

Continuous Time ◽

Financial Mathematics

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Continuous-Time Stochastic Processes

A Foundation in Digital Communication ◽

10.1017/9781316822708.027 ◽

2017 ◽

pp. 560-619

Author(s):

Amos Lapidoth

Keyword(s):

Stochastic Processes ◽

Continuous Time

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Stochastic Processes in Continuous Time

Financial Models with Lévy Processes and Volatility Clustering ◽

10.1002/9781118268070.ch4 ◽

2011 ◽

pp. 87-106

Keyword(s):

Stochastic Processes ◽

Continuous Time

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Continuous-Time Stochastic Processes

10.1007/978-3-030-88486-4_9 ◽

2021 ◽

pp. 211-230

Author(s):

Peter Müller

Keyword(s):

Stochastic Processes ◽

Continuous Time

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ON THE STOCHASTIC REALIZATION PROBLEM FOR CONTINUOUS-TIME NONSTATIONARY STOCHASTIC PROCESSES

Software for Computer Control 1982 ◽

10.1016/b978-0-08-029352-3.50055-6 ◽

1983 ◽

pp. 351-356 ◽

Cited By ~ 1

Author(s):

F.A. Badawi

Keyword(s):

Stochastic Processes ◽

Continuous Time ◽

Realization Problem ◽

Stochastic Realization ◽

Nonstationary Stochastic Processes

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Stochastic Processes in Continuous Time

Springer Undergraduate Mathematics Series - Probability Models ◽

10.1007/978-1-4471-0169-7_8 ◽

2002 ◽

pp. 169-222

Author(s):

John Haigh

Keyword(s):

Stochastic Processes ◽

Continuous Time

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Stochastic Processes in Continuous Time

Risk-Neutral Valuation - Springer Finance ◽

10.1007/978-1-4471-3619-4_5 ◽

1998 ◽

pp. 133-170

Author(s):

Nicholas H. Bingham ◽

Rüdiger Kiesel

Keyword(s):

Stochastic Processes ◽

Continuous Time

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