Random Motions in Markov and Semi-Markov Random Environments 2 こちらもおすすめ
Statistical Topics and Stochastic Models for Dependent Data with Applications
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Applied Diffusion Processes from Engineering to Finance
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Basic Stochastic Processes
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Pricing Models of Volatility Products and Exotic Variance Derivatives
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Dynamics of Statistical Experiments
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Recent Advances in Financial Engineering 2012
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Statistical Inference for Piecewise-deterministic Markov Processes
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GARCH Models
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Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities
2013年
Advances in Heavy Tailed Risk Modeling
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Queueing Theory 1
2021年
Discrete-time Asset Pricing Models in Applied Stochastic Finance
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Point Processes
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Statistical Inference in Stochastic Processes
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Mathematical Modeling with Multidisciplinary Applications
2013年