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  • Vlad Bally; Lucia Caramellino; Rama Cont; Frederic Utzet; Josep Vives
    978-3-319-27128-6
    2016
    Edition 1
    • Includes a general method for
    • proving existence of a density for stochastic processes, using interpolation
    • Illustrates a pathwise derivation of the Ito formula and the Functional Ito calculus
    • Provides solutions to problems in applied fields such as mathematical finance

    €419

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