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Dokumenttyp:
Buchbeitrag 
Autor(en):
Kallsen, J. 
Titel:
A Didactic Note on Affine Stochastic Volatility Models 
Abstract:
Dedicated to the eminent Russian mathematician Albert Shiryaev on the occasion of his 70th birthday, the Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. These reflect the wide range of scientific interests of the teacher and his Moscow school. The topics range from the disorder problems to stochastic calculus and their applications to mathematical economics and finance. A full biobibliography of Shiryaev's works is incl...    »
 
Seitenangaben Beitrag:
343-368 
Herausgeber:
Kabanov, Y.; Lipster, R.; Stoyanov, J. 
Buchtitel:
From Stochastic Calculus to Mathematical Finance 
Verlag / Institution:
Springer Verlag 
Jahr:
2006 
Sprache:
en