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Tu Shirota

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Papoulis a. - Probability.random.variables.and.Stochastic.processes.problem.solutions - 4th(2002)

Papoulis a. - Probability.random.variables.and.Stochastic.processes.problem.solutions - 4th(2002)

Category: Documents

Released: April 14, 2018

Stochastic Differential Equations. Introduction to Stochastic Models for Pollutants Dispersion, Epidemic and Finance

Stochastic Differential Equations. Introduction to Stochastic Models for Pollutants Dispersion,...

Category: Documents

Released: April 14, 2018

Stochastic Integration and Stochastic Differential Equations a Gentle Introduction

Stochastic Integration and Stochastic Differential Equations a Gentle Introduction

Category: Documents

Released: April 14, 2018

An Introduction to Computational Finance

An Introduction to Computational Finance

Category: Documents

Released: April 14, 2018

SDELab a Package for Solving Stochastic Differential Equations in MATLAB

SDELab a Package for Solving Stochastic Differential Equations in MATLAB

Category: Documents

Released: April 14, 2018

Asymptotics of a Two-Scale Sto Chastic Volatility Mo Del

Asymptotics of a Two-Scale Sto Chastic Volatility Mo Del

Category: Documents

Released: April 14, 2018

Variance Reduction for MCQMC Methods to Evaluate Option Prices

Variance Reduction for MCQMC Methods to Evaluate Option Prices

Category: Documents

Released: April 14, 2018

Option Pricing Under Hybrid Stochastic and Local Volatility

Option Pricing Under Hybrid Stochastic and Local Volatility

Category: Documents

Released: April 14, 2018

A Martingale Control Variate Method for Option Pricing With Stochastic Volatility

A Martingale Control Variate Method for Option Pricing With Stochastic Volatility

Category: Documents

Released: April 14, 2018

Modeling Correlated Defaults First Passage Model Under Stochastic Volatility

Modeling Correlated Defaults First Passage Model Under Stochastic Volatility

Category: Documents

Released: April 14, 2018

Small-time Asymptotics for Fast Mean-reverting Stochastic Volatility Models

Small-time Asymptotics for Fast Mean-reverting Stochastic Volatility Models

Category: Documents

Released: April 14, 2018

Interacting Particle Systems for the Computation of Rare Credit Portfolio Losses

Interacting Particle Systems for the Computation of Rare Credit Portfolio Losses

Category: Documents

Released: April 14, 2018

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