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  • Frederik S. Herzberg
    978-3-642-33149-7
    2013
    Edition 1
    • A demonstrably consistent use of infinitesimals permits a radically simplified approach to stochastic calculus
    • Chapters on asset pricing, Lévy processes and the Feynman path integral introduce readers to applications
    • Appendixes explore the relationship with Internal Set Theory and Robinsonian nonstandard analysis
    • Includes supplementary material: sn.pub/extras

    €66

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