The following pages link to Bocconi \& Springer Series (Q265778):
Displaying 11 items.
- Stochastic analysis for Poisson point processes. Malliavin calculus, Wiener-Itô chaos expansions and stochastic geometry (Q265779) (← links)
- Selected aspects of fractional Brownian motion. (Q455365) (← links)
- Peacocks and associated martingales, with explicit constructions (Q538823) (← links)
- Wiener chaos: Moments, cumulants and diagrams. A survey with computer implementation (Q971780) (← links)
- PDE and martingale methods in option pricing. (Q986029) (← links)
- Parameter estimation in fractional diffusion models (Q1680119) (← links)
- Functionals of multidimensional diffusions with applications to finance (Q1956383) (← links)
- Asymptotic analysis of unstable solutions of stochastic differential equations (Q1986987) (← links)
- Selected topics in Malliavin calculus. Chaos, divergence and so much more (Q2139897) (← links)
- Continuous time processes for finance. Switching, self-exciting, fractional and other recent dynamics (Q2153594) (← links)
- Affine diffusions and related processes: simulation, theory and applications (Q2449312) (← links)
