Related Books

Stochastics of Environmental and Financial Economics
Language: en
Pages: 362
Authors: Fred Espen Benth
Categories: Science
Type: BOOK - Published: 2015-10-23 - Publisher: Springer

GET EBOOK

These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers in the fields of finance, ener
Computation and Combinatorics in Dynamics, Stochastics and Control
Language: en
Pages: 734
Authors: Elena Celledoni
Categories: Mathematics
Type: BOOK - Published: 2019-01-13 - Publisher: Springer

GET EBOOK

The Abel Symposia volume at hand contains a collection of high-quality articles written by the world’s leading experts, and addressing all mathematicians inte
Ambit Stochastics
Language: en
Pages: 418
Authors: Ole E. Barndorff-Nielsen
Categories: Mathematics
Type: BOOK - Published: 2018-11-01 - Publisher: Springer

GET EBOOK

Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first o
Stochastic Models for Prices Dynamics in Energy and Commodity Markets
Language: en
Pages: 250
Authors: Fred Espen Benth
Categories: Mathematics
Type: BOOK - Published: 2023-11-16 - Publisher: Springer Nature

GET EBOOK

This monograph presents a theory for random field models in time and space, viewed as stochastic processes with values in a Hilbert space, to model the stochast
Advanced Modelling in Mathematical Finance
Language: en
Pages: 508
Authors: Jan Kallsen
Categories: Mathematics
Type: BOOK - Published: 2016-12-01 - Publisher: Springer

GET EBOOK

This Festschrift resulted from a workshop on “Advanced Modelling in Mathematical Finance” held in honour of Ernst Eberlein’s 70th birthday, from 20 to 22