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Bøger af Jean-Luc Prigent

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  • af Jean-Luc Prigent
    1.626,95 - 1.686,95 kr.

    A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets. Split into three parts, the first recalls the mathematics of stochastic processes and stochastic calculus with special emphasis on contiguity properties and weak convergence of stochastic integrals.