[下载]jump diffusion

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Jump Diffusion is very popular topic in finance in recent years.This is one Springer book on jump diffusion. Enjoy it

1 Stochastic Calculus with Jump diffiusions .................. 1
1.1BasicdefinitionsandresultsonL′evyProcesses.............1
1.2TheIt^oformulaandrelatedresults........................5
1.3L′evystochasticdi?erentialequations......................10
1.4TheGirsanovtheoremandapplications....................12
1.5Applicationtofinance....................................19
1.6Exercises...............................................22
2 Optimal Stopping of Jump Di?usions ...................... 27
2.1Ageneralformulationandaverificationtheorem............27
2.2Applicationsandexamples..............................

223755.rar (2.54 MB, 需要: 50 个论坛币)

2008-6-30 13:49:00 上传

[下载]jump diffusion
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[此贴子已经被作者于2008-6-30 13:49:51编辑过]

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关键词：Diffusion Fusion Diff Jump DIF 下载 Jump Diffusion