Option Pricing In Incomplete Markets: Modeling Based On Geometric L'evy Processes And Minimal Entropy Martingale Measures こちらもおすすめ
GARCH Models
2019年
Applied Diffusion Processes from Engineering to Finance
2013年
Basic Stochastic Processes
2015年
Mathematical Modeling with Multidisciplinary Applications
2013年
Recent Advances in Financial Engineering 2012
2014年
Statistical Topics and Stochastic Models for Dependent Data with Applications
2020年
Statistical Inference in Stochastic Processes
2020年
Asymptotic Analysis of Mixed Effects Models
2017年
Advances on Theoretical and Methodological Aspects of Probability and Statistics
2019年
Time Series Analysis
2017年
Mathematical Statistics and Stochastic Processes
2013年
Discrete-time Asset Pricing Models in Applied Stochastic Finance
2013年
Stochastic Drawdowns
2018年
Statistical Inference for Piecewise-deterministic Markov Processes
2018年
Introduction to Functional Data Analysis
2017年