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金融连续时间处理：转换、自激、部分和其他近期动态Continuous Time Processes for Fi
0 个回复 - 222 次查看金融连续时间处理：转换、自激、分数和其他近期动态教学学习讲义 The Lectures of Continuous Time Processes for Finance：Switching, Self-exciting =Donatien Hainaut - Continuous Time Processes for Finance_ ...2023-6-25 08:22 - 2023Hua - 现金交易版

【经典教材系列】Affine Diffusions and Related Processes
68 个回复 - 10008 次查看 Affine Diffusion模型的用途很广。。。最新教材降价出售期已过！想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：三步走，把千本好书“一网打尽”！。欢迎订阅wwqqer文库！ [相 ...2015-5-12 09:49 - wwqqer - 微观经济学

Hybrid Switching Diffusions: Properties and Applications
5 个回复 - 1303 次查看 This book encompasses the study of hybrid switching di usion processes and their applications. The word \hybrid" signi es the coexistence of c- tinuous dynamics and discrete events, which is one of th ...2015-4-20 14:09 - lasgpope - 量化投资

Functionals of Multidimensional Diffusions with Applications to Finance:
12 个回复 - 2883 次查看 This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functional ...2015-6-12 20:54 - lasgpope - 量化投资

Functionals of Multidimensional Diffusions with Applications to Finance
2 个回复 - 811 次查看【作者(必填)】 [*]Jan Baldeaux, [*]Eckhard Platen 【文题(必填)】Functionals of Multidimensional Diffusions with Applications to Finance 【年份(必填)】2013 【全文链接或数据库名称(选填) ...2013-11-26 19:52 - 352693585 - 求助成功区

Applied Stochastic Control of Jump Diffusions（by Bernt and Sulm）
6 个回复 - 2248 次查看 Applied Stochastic Control of Jump Diffusions 1 Stochastic Calculus with Jump diffusions . . . . . . . . . . . . . . . . . . 1 1.1 Basic definitions and results on L´evy Processes . . . ...2011-3-12 22:25 - 彭小帆 - 金融学（理论版）

Applied Stochastic Control of Jump Diffusions (Universitext系列)
2 个回复 - 2434 次查看 Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its applications. Discussion includes the dyna ...2015-5-16 23:41 - lasgpope - 量化投资

Floyd Hanson_Applied Stochastic Processes and Control for Jump-Diffusions
1 个回复 - 2126 次查看金融工程理论到实践必备的教科书： Floyd Hanson_Applied Stochastic Processes and Control for Jump-Diffusions Modeling, Analysis, and Computation2010-10-8 10:51 - hbpxp - 金融工程（数量金融）与金融衍生品

Applied Stochastic Processes and Control for Jump Diffusions
10 个回复 - 4397 次查看这是一本有关跳-扩散方面的书2010-7-13 08:56 - qianyiping - 金融工程（数量金融）与金融衍生品

【下载】Applied Stochastic Processes and Control for Jump-Diffusions
12 个回复 - 5077 次查看原版PDF Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation Floyd B. Hanson 2007 by the Society for Industrial and Applied Mathematics. Conte ...2010-7-11 23:10 - tmdzhu - 计量经济学与统计软件

PointProcessesandJumpDiffusions_AnIntroductionwithFinanceApplications
2 个回复 - 2265 次查看 2022-9-12 19:22 - 149498 - 计量经济学与统计软件

Simulation of Multidimensional Diffusions with Sticky Boundaries via Markov Chai
1 个回复 - 447 次查看【作者(必填)】Christian Meier, Lingfei Li, Gongqiu Zhang 【文题(必填)】Simulation of Multidimensional Diffusions with Sticky Boundaries via Markov Chain Approximation 【年份(必填)】2021 【全文 ...2022-6-23 16:05 - ssylzz - 求助成功区

Applied Stochastic Control of Jump Diffusions
6 个回复 - 3465 次查看仅供参考注意版权不要藏书下载后学习2019-8-11 09:26 - greenaven - 金融学（理论版）

Applied Stochastic Control of Jump Diffusions
6 个回复 - 812 次查看【作者(必填)】【文题(必填)】Applied Stochastic Control of Jump Diffusions 【年份(必填)】2019 【全文链接或数据库名称(选填)】https://link.springer.com/book/10.1007/978-3-030-02781-02019-4-19 07:45 - nivastuli - 求助成功区

Excursion Measures for One-Dimensional Time-Homogeneous Diffusions with Inaccess
1 个回复 - 379 次查看【作者(必填)】A. Truman[/backcolor] 【文题(必填)】Excursion Measures for One-Dimensional Time-Homogeneous Diffusions with Inaccessible and Accessible Boundaries 【年份(必填)】1994 【全文链接或 ...2017-8-15 15:18 - ssylzz - 求助成功区

求Goodness of fit test for ergodic diffusions by tick time sample scheme
2 个回复 - 663 次查看【作者(必填)】Negri I, Nishiyama Y. 【文题(必填)】Goodness of fit test for ergodic diffusions by tick time sample scheme 【年份(必填)】2010 【全文链接或数据库名称(选填)】Statistical inferenc ...2016-9-12 10:16 - weilinhy - 求助成功区

求Goodness-of-fit testing for fractional diffusions
3 个回复 - 530 次查看【作者(必填)】Mark Podolskij , Katrin Wasmuth 【文题(必填)】Goodness-of-fit testing for fractional diffusions 【年份(必填)】2013 【全文链接或数据库名称(选填)】Statistical Inference for Stochast ...2016-6-19 21:37 - weilinhy - 求助成功区

Applied Stochastic Controlof Jump Diffusions[清晰]
3 个回复 - 2301 次查看随机分析和随机控制的经典文献！2010-6-2 18:25 - tony2012 - 金融工程（数量金融）与金融衍生品

随机控制的好书：Applied Stochastic Control of Jump Diffusions
12 个回复 - 3476 次查看随机控制著作：Applied Stochastic Control of Jump Diffusions ，B.Oksendal2009-10-21 19:26 - aping7132 - 计量经济学与统计软件

Asymptotic Inference for Jump Diffusions with State-Dependent Intensity 1h 由 I.
1 个回复 - 858 次查看 Asymptotic Inference for Jump Diffusions with State-Dependent Intensity [/url] 由 I. Gaia Becheri, Feike C. Drost, Bas J.M. Werker[/url] 通过 Scandinavian Journal of Statistics[/url] ...2015-11-6 21:04 - oliyiyi - LATEX论坛

On Transition Densities of Singularly Perturbed Diffusions with Fast and Slow Co
1 个回复 - 970 次查看【作者(必填)】R. Z. Khasminskii and G. Yin 【文题(必填)】On Transition Densities of Singularly Perturbed Diffusions with Fast and Slow Co 【年份(必填)】SIAM J. Appl. Math., 56(6), 1794–1819. (2 ...2015-1-20 08:47 - ssylzz - 求助成功区

求正式版Invariant Measure for Diffusions with Jumps
2 个回复 - 905 次查看【作者(必填)】【文题(必填)】Invariant Measure for Diffusions with Jumps 【年份(必填)】【全文链接或数据库名称(选填)】http://link.springer.com/article/10.1007%2Fs0024599001182015-1-6 05:47 - ssylzz - 求助成功区

求正式版Estimation of first passage time densities of diffusions processess thro
3 个回复 - 633 次查看【作者(必填)】Imene Allab, Francois Watier 【文题(必填)】Estimation of first passage time densities of diffusions processess through time-varying boundarie 【年份(必填)】【全文链接或数据库名 ...2014-6-14 21:57 - ssylzz - 求助成功区

New Monte Carlo schemes for simulating diffusions in discontinuous media
1 个回复 - 526 次查看【作者(必填)】【文题(必填)】New Monte Carlo schemes for simulating diffusions in discontinuous media 【年份(必填)】Journal of Computational and Applied Mathematics Volume 245, June 2013, Pages ...2014-3-4 14:46 - ssylzz - 求助成功区

First-Passage Problems for One-Dimensional Diffusions with Random Jumps from a B
2 个回复 - 614 次查看【作者(必填)】Mario Abundoa* 【文题(必填)】First-Passage Problems for One-Dimensional Diffusions with Random Jumps from a Boundary 【年份(必填)】Stochastic Analysis and Applications Volume 29, ...2013-11-22 23:43 - ssylzz - 求助成功区

求书 Diffusions, Markov processes and martingales
4 个回复 - 5774 次查看 Main Author: Rogers, L. C. G. Title: Diffusions, Markov processes and martingales / L.C.G. Rogers and David Williams. Other Entries: Williams, D. (David), 1938- Edition: ...2009-1-13 21:19 - fellaleon - 文献求助专区

Stochastic Volatility Jump-Diffusions for European Equity Index Dynamics
1 个回复 - 467 次查看【作者(必填)】 [*]Andreas Kaeck, [*]Carol Alexander 【文题(必填)】Stochastic Volatility Jump-Diffusions for European Equity Index Dynamics 【年份(必填)】2013 【全文链接或数据库名称(选填)】htt ...2013-8-3 21:18 - hnhs100 - 求助成功区

Martingales diffusions and financial mathematics
4 个回复 - 1816 次查看用鞅论方法解决金融数学中的具体问题。本书通俗易懂，好读，封闭性很强，不用再看别的书，都可以完全读懂本书。本书从最基本的测度论讲起，然后是离散鞅，连续鞅，随机积分，随机微分方程，数理金融等内容。值得研读 ...2009-8-21 08:16 - mathmli - Forum

[下载]Martingale, Diffusions and Financial Mathematics
4 个回复 - 2824 次查看 [此贴子已经被作者于2007-6-4 11:01:32编辑过]2006-11-30 02:02 - bh7616 - 计量经济学与统计软件

Martingale, Diffusions and Financial Mathematics
5 个回复 - 3821 次查看一个较好的鞅、扩散和金融数学的Lecture。刚刚开张，需要点金钱。谢谢支持！ [此贴子已经被作者于2006-11-13 19:49:36编辑过]2006-11-13 19:37 - samuel_lys - 经济金融数学专区

Martingales, Diffusions, and Financial Mathematics
6 个回复 - 2764 次查看 byA.W. van der Vaart. CONTENTS1. Measure Theory . . . . . . . . . . . . . . . . . . . . . . 11.1. Conditional Expectation . . . . . . . . . . . . . . . . . 11.2. Uniform Integrability . . . . . . . . ...2006-3-16 21:47 - xuning - 计量经济学与统计软件

Hybrid Switching Diffusions:Properties and Applications
2 个回复 - 2566 次查看 Applications Stochastic Modelling and Applied Probability Hybrid Switching Diffusions:Properties and Applications G. George Yin • Chao Zhu 2010 394pages "This book is written ...2010-3-14 00:21 - liumartin - 计量经济学与统计软件

Applied Stochastic Control of Jump Diffusions ebook
5 个回复 - 3183 次查看 Applied Stochastic Control of Jump Diffusions ebook带跳扩散过程的随机控制2009-5-10 21:31 - jcfllx - 微观经济学

Applied Stochastic Control of Jump Diffusions
1 个回复 - 1494 次查看 springer书籍随机控制由于不知道怎样传照片，简单写下目录 chapter1：stochastic calculus with jump diffusions chapter2：optimal stopping of jump diffusions chapter3：stochastic control of jump ...2010-5-24 17:59 - dackation - 金融工程（数量金融）与金融衍生品

Applied Stochastic Control of Jump Diffusions
1 个回复 - 1777 次查看 2010-2-20 01:26 - SleepyTom - 金融学（理论版）

Martingales diffusions and financial mathematics
0 个回复 - 1053 次查看很不错的书2009-8-18 17:21 - mathmli - 金融学（理论版）

Martingales, Diffusions and Financial Mathematics, by A.W. van der Vaart
7 个回复 - 2122 次查看 The first four chapters focus on the discrete time martingale theory, where some key results such as Martingale convergence Theorem, Maximal Inequalities and their applications are focused. Those ...2008-2-1 01:18 - 981464 - 计量经济学与统计软件

Efficient Estimation for Diffusions Sampled at High Frequency Over a Fixed ...
0 个回复 - 661 次查看 2004-12-1 15:05 - 系统风险216 - Forum

Goodness-of-fit testing for fractional diffusions-分数扩散的拟合优度检验
0 个回复 - 198 次查看 2004-11-16 11:39 - 投入产出模型846 - Forum

The Pearson diffusions: A class of statistically tractable diffusion processes
0 个回复 - 252 次查看 2004-8-10 15:34 - 股指期货套利218 - Forum

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