Stochastic analysis
Label
Stochastic analysis
Name
Stochastic analysis
Focus
Actions
Incoming Resources
- Statistical inference in continuous time economic models, editor A.R. Bergstrom
- Brownian motion and stochastic flow systems, J. Michael Harrison
- An introduction to mathematical finance, options and other topics, Sheldon M. Ross
- Stochastic methods for pension funds, by Pierre De Volder, Jacques Janssen, Raimondo Manca
- Dynamic and stochastic resource economics, essays on biodiversity, invasive species, joint systems, and regulation, Amitrajeet A. Batabyal, Rochester Institute of Technology, USA
- Arbitrage, credit and informational risks, editors Caroline Hillairet (Ecole Polytechnique, France), Monique Jeanblanc (Universite d'Evry, France), Ying Jiao (Universite Lyon I, France)
- Introduction to stochastic calculus applied to finance, Damien Lamberton and Bernard Lapeyre ; translated by Nicolas Rabeau and François Mantion
- Stochastic finance, an introduction in discrete time, Hans Follmer, Alexander Schied
- Stochastic interest rates, Daragh McInerney, Tomasz Zastawniak
- Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modeling, Part A, edited by Ivan Jeliazkov, Justin L. Tobias
- Probability and computing, randomized algorithms and probabilistic analysis, Michael Mitzenmacher, Eli Upfal
- Introduction to Malliavin calculus, David Nualart, Eulalia Nualart
- A first course in stochastic calculus, Louis-Pierre Arguin
- Introduction to stochastic calculus applied to finance, Damien Lamberton, Bernard Lapeyre
- Stochastic economic dynamics, Bjarne S. Jensen & Tapio Palokangas, editors
- Computational Finance with R, by Rituparna Sen, Sourish Das
- Stochastic frontier analysis, Subal C. Kumbhakar, C.A. Knox Lovell
- Introductory stochastic analysis for finance and insurance, X. Sheldon Lin
- Probability and computing, randomization and probabilistic techniques in algorithms and data analysis, Michael Mitzenmacher, Eli Upfal
- Pfadabhängigkeit, Institutionen und Regelreform, Rolf Ackermann
- An informal introduction to stochastic calculus with applications, Ovidiu Calin, Eastern Michigan University, USA
- Dynamic competitive economies with complete markets and collateral constraints, Piero Gottardi, Felix Kubler
- Stochastic analysis, control, optimization, and applications, a volume in honor of W.H. Fleming, William M. McEneaney, G. George Yin, and Qing Zhang, editors
- Optional processes, theory and applications, Mohamed Abdelghani, Alexander Melnikov
- Periodicity & stochastic trends in economic time series, Philip Hans Franses
- An elementary introduction to mathematical finance, options and other topics, Sheldon M. Ross
- Dirichlet Forms and Related Topics, In Honor of Masatoshi Fukushima's Beiju, IWDFRT 2022, Osaka, Japan, August 22-26, edited by Zhen-Qing Chen, Masayoshi Takeda, Toshihiro Uemura
- Trends in stochastic analysis, festschrift in honour of Heinrich von Weizsäcker, edited by Jochen Blath, Peter Mörters and Michael Scheutzow
- A practitioner's guide to stochastic frontier analysis using Stata, Subal C. Kumbhakar, Binghamton University, NY, Hung-Jen Wang, National Taiwan University, Alan Horncastle, Oxera Consulting LLP, Oxford, UK
- Introduction to stochastic finance with market examples, Nicolas Privault
- Mathematics of financial markets, Robert J. Elliott and P. Ekkehard Kopp
- Risk neutral pricing and financial mathematics, a primer, Peter M. Knopf, John L. Teall
- Option theory with stochastic analysis, an introduction to mathematical finance, Fred Espen Benth
- New Frontiers in Bayesian Statistics, BAYSM 2021, Online, September 1-3, edited by Raffaele Argiento, Federico Camerlenghi, Sally Paganin
- Stochastic financial models, Douglas Kennedy
- Dynamic and stochastic efficiency analysis, economics of data envelopment analysis, Jati K. Sengupta
- Topics in stochastic analysis and nonparametric estimation, Pao-Liu Chow, Boris Mordukhovich, George Yin, editors
- An elementary introduction to mathematical finance, Sheldon M. Ross
- Time series, unit roots, and cointegration, Phoebus Dhrymes
- Elementary stochastic calculus with finance in view, Thomas Mikosch
- Stochastic methods in economics and finance, A.G. Malliaris ; with a foreword and contributions by W.A. Brock
- Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling, edited by Ivan Jeliazkov, University of California, USA, Justin Tobias, Purdue University, USA, Part B
- Stochastic Calculus via Regularizations, by Francesco Russo, Pierre Vallois
- Stochastic finance, an introduction with examples, Amanda Turner, Dirk Zeindler
- Stochastic calculus and financial applications, J. Michael Steele
- Stochastic Analysis, Filtering, and Stochastic Optimization, A Commemorative Volume to Honor Mark H. A. Davis's Contributions, edited by George Yin, Thaleia Zariphopoulou
- Discrete-time asset pricing models in applied stochastic finance, P.C.G. Vassiliou
- Stochastic volatility in financial markets, crossing the bridge to continuous time, Fabio Fornari and Antonio Mele
- Deterministic and stochastic topics in computational finance, Ovidiu Calin, Princeton University
- Brownian motion and stochastic calculus, Ioannis Karatzas, Steven E. Shreve
Outgoing Resources
- Focus1