Quá trình Lévy trong Rn và ứng dụng trong tài chính :

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Quá trình Lévy trong Rn và ứng dụng trong tài chính : Luận văn thạc sĩ toán học. Chuyên ngành lý thuyết xác suất và thống kê toán học

Luận văn trình bày một cách tóm tắt các cơ sở lý thuyết cơ bản của lý thuyết xác suất và các quá trình ngẫu nhiên. Trình bày quá trình Lévy và mô hình Lévy mũ, các mô hình nhiều chiều, mô hình trung bình,......

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Detalhes bibliográficos
Autor principal:	Trần, Thi Tâm
Formato:	Livro
Idioma:	Undetermined
Publicado em:	Cần Thơ Trường Đại học Cần Thơ 2010
Assuntos:	Stochastic partial differential equations,Options (Finance),Phương trình vi phân đơn giản ngẫu nhiên,Quyền chọn mua bán,Lévy processes Mathematical models,Mô hình toán
Tags:	Adicionar Tag Sem tags, seja o primeiro a adicionar uma tag!

Thư viện lưu trữ:	Trung tâm Học liệu Trường Đại học Cần Thơ

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