STOCHASTIC PROCESSES, FINANCE AND CONTROL
Cohen, Samuel N / Madan, Dilip B / Siu, Tak Kuen
This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering. Paper contributors include colleagues, collaborators and former students of Robert Elliott, many of whom are world-leading experts and have made fundamental and significant contributions to these areas.This book provides new important insights ...