Product Type
Condition
Binding
Collectible Attributes
Free Shipping
Seller Location
Seller Rating
Published by Springer, 2001
ISBN 10: 3540659439ISBN 13: 9783540659433
Seller: booksXpress, Bayonne, NJ, U.S.A.
Book
Soft Cover. Condition: new.
Published by Springer, 2001
ISBN 10: 3540659439ISBN 13: 9783540659433
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Book
Condition: New.
Published by Springer, 2001
ISBN 10: 3540659439ISBN 13: 9783540659433
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Book Print on Demand
Condition: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book.
Published by Berlin, Heidelberg, New York: Springer, 2001
ISBN 10: 3540659439ISBN 13: 9783540659433
Seller: Antiquariat Bernhardt, Kassel, Germany
Book
Broschiert. Zust: Gutes Exemplar. VII, 203 S., Englisch 328g.
Published by Springer Verlag, 2001
ISBN 10: 3540659439ISBN 13: 9783540659433
Seller: Revaluation Books, Exeter, United Kingdom
Book
Paperback. Condition: Brand New. 1st edition. 203 pages. 9.25x6.25x0.50 inches. In Stock.
Published by Springer, 2013
ISBN 10: 3540659439ISBN 13: 9783540659433
Seller: Roland Antiquariat UG haftungsbeschränkt, Weinheim, Germany
Book
216 p. Unread book. Very good condition. Like new. Miimum traces of storage. 9783540659433 Sprache: Englisch Gewicht in Gramm: 331 Softcover: 15.5 x 1.2 x 23.5 cm Softcover reprint of the original 1st ed. 2001.
Published by Springer Berlin, 2001
ISBN 10: 3540659439ISBN 13: 9783540659433
Seller: Buchpark, Trebbin, Germany
Book
Condition: Sehr gut. Gepflegter, sauberer Zustand. Aus der Auflösung einer renommierten Bibliothek. Kann Stempel beinhalten. 930050/202 Softcover reprint of the original 1st ed. 2001.
Published by Springer Berlin Heidelberg, 2001
ISBN 10: 3540659439ISBN 13: 9783540659433
Seller: AHA-BUCH GmbH, Einbeck, Germany
Book
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This monograph contains: - ten papers written by the author, and co-authors, between December 1988 and October 1998 about certain exponential functionals of Brownian motion and related processes, which have been, and still are, of interest, during at least the last decade, to researchers in Mathematical finance; - an introduction to the subject from the view point of Mathematical Finance by H. Geman. The origin of my interest in the study of exponentials of Brownian motion in relation with mathematical finance is the question, first asked to me by S. Jacka in Warwick in December 1988, and later by M. Chesney in Geneva, and H. Geman in Paris, to compute the price of Asian options, i. e. : to give, as much as possible, an explicit expression for: (1) where A~v) = I~ dsexp2(Bs + liS), with (Bs,s::::: 0) a real-valued Brownian motion. Since the exponential process of Brownian motion with drift, usually called: geometric Brownian motion, may be represented as: t ::::: 0, (2) where (Rt), u ::::: 0) denotes a 15-dimensional Bessel process, with 5 = 2(1I+1), it seemed clear that, starting from (2) [which is analogous to Feller's repre sentation of a linear diffusion X in terms of Brownian motion, via the scale function and the speed measure of X], it should be possible to compute quan tities related to (1), in particular: in hinging on former computations for Bessel processes.
Published by Springer 2001-08, 2001
ISBN 10: 3540659439ISBN 13: 9783540659433
Seller: Chiron Media, Wallingford, United Kingdom
Book
PF. Condition: New.
Published by Springer Berlin Heidelberg, 2001
ISBN 10: 3540659439ISBN 13: 9783540659433
Seller: moluna, Greven, Germany
Book
Kartoniert / Broschiert. Condition: New.
Published by Springer Berlin Heidelberg Aug 2001, 2001
ISBN 10: 3540659439ISBN 13: 9783540659433
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Book Print on Demand
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This volume collects papers about the laws of geometric Brownian motions and their time-integrals, written by the author and coauthors between 1988 and 1998. Throughout the volume, connections with more recent studies involving exponential functionals of Lévy processes are indicated. Some papers originally published in French are made available in English for the first time. 216 pp. Englisch.