Seminar on Stochastic Analysis, Random Fields and Applications III Centro Stefano Franscini, Ascona, September 1999 |
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Editor:
| Dalang, Robert C. Dozzi, Marco Russo, Francesco |
Series title: | Progress in Probability Analysis Ser. |
ISBN: | 978-3-7643-6721-3 |
Publication Date: | Jan 2002 |
Publisher: | Birkhäuser Boston
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Book Format: | Hardback |
List Price: | AUD $293.95 |
Book Description:
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This volume contains 20 refereed research or review papers presented at the five-day Third Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità ) in Ascona, Switzerland, from September 20 to 24, 1999. The seminar focused on three topics: fundamental aspects of stochastic analysis, physical modeling, and applications to financial engineering. The third topic was the subject of a mini-symposium on stochastic methods...
More DescriptionThis volume contains 20 refereed research or review papers presented at the five-day Third Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità ) in Ascona, Switzerland, from September 20 to 24, 1999. The seminar focused on three topics: fundamental aspects of stochastic analysis, physical modeling, and applications to financial engineering. The third topic was the subject of a mini-symposium on stochastic methods in financial models.