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Brownian Motion Calculus
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Brownian Motion Calculus
Ubbo FWiersema
John Wiley & Sons Ltd 2008
First the
Brownian motion process needs to be specified. This is the
subject of Chapter 1. Then an integral of the form T
t= ...
2009-8-10 11:36 - harvestfly - 金融工程(数量金融)与金融衍生品