From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift

Couverture
Yu. Kabanov, R. Liptser, J. Stoyanov
Springer, 14 mars 2006 - 634 pages
Dedicated to the Russian mathematician Albert Shiryaev on his 70th birthday, this is a collection of papers written by his former students, co-authors and colleagues. The book represents the modern state of art of a quickly maturing theory and will be an essential source and reading for researchers in this area. Diversity of topics and comprehensive style of the papers make the book attractive for PhD students and young researchers.

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À propos de l'auteur (2006)

Kabanov (University of Besancon)

Informations bibliographiques