Search Results for Finance. - Narrowed by: Electronic Resources - Probability Theory and Stochastic Processes.SirsiDynix Enterprisehttps://catalog.tedu.edu.tr/client/tr_TR/defaulttr/defaulttr/qu$003dFinance.$0026qf$003dFORMAT$002509Format$002509ER$002509Electronic$002bResources$0026qf$003dSUBJECT$002509Konu$002509Probability$002bTheory$002band$002bStochastic$002bProcesses.$002509Probability$002bTheory$002band$002bStochastic$002bProcesses.$0026ps$003d300?2024-07-04T21:29:46ZMathematical Financeent://SD_ILS/0/SD_ILS:4291262024-07-04T21:29:46Z2024-07-04T21:29:46ZYazar Eberlein, Ernst. author.<br/><a href="https://doi.org/10.1007/978-3-030-26106-1">https://doi.org/10.1007/978-3-030-26106-1</a><br/>Format: Electronic Resources<br/>Control Engineering and Financeent://SD_ILS/0/SD_ILS:2253442024-07-04T21:29:46Z2024-07-04T21:29:46ZYazar Hacısalihzade, Selim S. author.<br/><a href="https://doi.org/10.1007/978-3-319-64492-9">https://doi.org/10.1007/978-3-319-64492-9</a><br/>Format: Electronic Resources<br/>On Stochastic Optimization Problems and an Application in Financeent://SD_ILS/0/SD_ILS:4286392024-07-04T21:29:46Z2024-07-04T21:29:46ZYazar Strini, Josef Anton. author.<br/><a href="https://doi.org/10.1007/978-3-658-25691-3">https://doi.org/10.1007/978-3-658-25691-3</a><br/>Format: Electronic Resources<br/>Fractal Dimension for Fractal Structures With Applications to Financeent://SD_ILS/0/SD_ILS:4285382024-07-04T21:29:46Z2024-07-04T21:29:46ZYazar Fernández-Martínez, Manuel. author.<br/><a href="https://doi.org/10.1007/978-3-030-16645-8">https://doi.org/10.1007/978-3-030-16645-8</a><br/>Format: Electronic Resources<br/>Hidden Markov Models in Finance Further Developments and Applications, Volume IIent://SD_ILS/0/SD_ILS:198262024-07-04T21:29:46Z2024-07-04T21:29:46ZYazar Mamon, Rogemar S. editor.<br/><a href="http://dx.doi.org/10.1007/978-1-4899-7442-6">http://dx.doi.org/10.1007/978-1-4899-7442-6</a><br/>Format: Electronic Resources<br/>Modern SABR Analytics Formulas and Insights for Quants, Former Physicists and Mathematiciansent://SD_ILS/0/SD_ILS:4283382024-07-04T21:29:46Z2024-07-04T21:29:46ZYazar Antonov, Alexandre. author.<br/><a href="https://doi.org/10.1007/978-3-030-10656-0">https://doi.org/10.1007/978-3-030-10656-0</a><br/>Format: Electronic Resources<br/>Derivative Security Pricing Techniques, Methods and Applicationsent://SD_ILS/0/SD_ILS:246862024-07-04T21:29:46Z2024-07-04T21:29:46ZYazar Chiarella, Carl. author.<br/><a href="http://dx.doi.org/10.1007/978-3-662-45906-5">http://dx.doi.org/10.1007/978-3-662-45906-5</a><br/>Format: Electronic Resources<br/>Nonlinear Expectations and Stochastic Calculus under Uncertainty with Robust CLT and G-Brownian Motionent://SD_ILS/0/SD_ILS:4284432024-07-04T21:29:46Z2024-07-04T21:29:46ZYazar Peng, Shige. author.<br/><a href="https://doi.org/10.1007/978-3-662-59903-7">https://doi.org/10.1007/978-3-662-59903-7</a><br/>Format: Electronic Resources<br/>Stochastic Flows and Jump-Diffusionsent://SD_ILS/0/SD_ILS:4282082024-07-04T21:29:46Z2024-07-04T21:29:46ZYazar Kunita, Hiroshi. author.<br/><a href="https://doi.org/10.1007/978-981-13-3801-4">https://doi.org/10.1007/978-981-13-3801-4</a><br/>Format: Electronic Resources<br/>High-Frequency Statistics with Asynchronous and Irregular Dataent://SD_ILS/0/SD_ILS:4286872024-07-04T21:29:46Z2024-07-04T21:29:46ZYazar Martin, Ole. author.<br/><a href="https://doi.org/10.1007/978-3-658-28418-3">https://doi.org/10.1007/978-3-658-28418-3</a><br/>Format: Electronic Resources<br/>Financial Mathematics, Derivatives and Structured Productsent://SD_ILS/0/SD_ILS:4284182024-07-04T21:29:46Z2024-07-04T21:29:46ZYazar Chan, Raymond H. author.<br/><a href="https://doi.org/10.1007/978-981-13-3696-6">https://doi.org/10.1007/978-981-13-3696-6</a><br/>Format: Electronic Resources<br/>Stochastic Disorder Problemsent://SD_ILS/0/SD_ILS:4282422024-07-04T21:29:46Z2024-07-04T21:29:46ZYazar Shiryaev, Albert N. author.<br/><a href="https://doi.org/10.1007/978-3-030-01526-8">https://doi.org/10.1007/978-3-030-01526-8</a><br/>Format: Electronic Resources<br/>Applied Stochastic Control of Jump Diffusionsent://SD_ILS/0/SD_ILS:4285312024-07-04T21:29:46Z2024-07-04T21:29:46ZYazar Øksendal, Bernt. author.<br/><a href="https://doi.org/10.1007/978-3-030-02781-0">https://doi.org/10.1007/978-3-030-02781-0</a><br/>Format: Electronic Resources<br/>Theory and Applications of Time Series Analysis Selected Contributions from ITISE 2018ent://SD_ILS/0/SD_ILS:4291652024-07-04T21:29:46Z2024-07-04T21:29:46ZYazar Valenzuela, Olga. editor.<br/><a href="https://doi.org/10.1007/978-3-030-26036-1">https://doi.org/10.1007/978-3-030-26036-1</a><br/>Format: Electronic Resources<br/>Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications Edinburgh, July 2017 Selected, Revised and Extended Contributionsent://SD_ILS/0/SD_ILS:4281232024-07-04T21:29:46Z2024-07-04T21:29:46ZYazar Cohen, Samuel N. editor.<br/><a href="https://doi.org/10.1007/978-3-030-22285-7">https://doi.org/10.1007/978-3-030-22285-7</a><br/>Format: Electronic Resources<br/>Uncertainty Theoryent://SD_ILS/0/SD_ILS:244902024-07-04T21:29:46Z2024-07-04T21:29:46ZYazar Liu, Baoding. author.<br/><a href="http://dx.doi.org/10.1007/978-3-662-44354-5">http://dx.doi.org/10.1007/978-3-662-44354-5</a><br/>Format: Electronic Resources<br/>Many Agent Games in Socio-economic Systems: Corruption, Inspection, Coalition Building, Network Growth, Securityent://SD_ILS/0/SD_ILS:4286892024-07-04T21:29:46Z2024-07-04T21:29:46ZYazar Kolokoltsov, Vassili N. author.<br/><a href="https://doi.org/10.1007/978-3-030-12371-0">https://doi.org/10.1007/978-3-030-12371-0</a><br/>Format: Electronic Resources<br/>Progress in Industrial Mathematics at ECMI 2018ent://SD_ILS/0/SD_ILS:4276462024-07-04T21:29:46Z2024-07-04T21:29:46ZYazar Faragó, István. editor.<br/><a href="https://doi.org/10.1007/978-3-030-27550-1">https://doi.org/10.1007/978-3-030-27550-1</a><br/>Format: Electronic Resources<br/>Stochastic Dynamics Out of Equilibrium Institut Henri Poincaré, Paris, France, 2017ent://SD_ILS/0/SD_ILS:4288242024-07-04T21:29:46Z2024-07-04T21:29:46ZYazar Giacomin, Giambattista. editor.<br/><a href="https://doi.org/10.1007/978-3-030-15096-9">https://doi.org/10.1007/978-3-030-15096-9</a><br/>Format: Electronic Resources<br/>Modeling, Stochastic Control, Optimization, and Applicationsent://SD_ILS/0/SD_ILS:4290202024-07-04T21:29:46Z2024-07-04T21:29:46ZYazar Yin, George. editor.<br/><a href="https://doi.org/10.1007/978-3-030-25498-8">https://doi.org/10.1007/978-3-030-25498-8</a><br/>Format: Electronic Resources<br/>Statistical Mechanics of Classical and Disordered Systems Luminy, France, August 2018ent://SD_ILS/0/SD_ILS:4276842024-07-04T21:29:46Z2024-07-04T21:29:46ZYazar Gayrard, Véronique. editor.<br/><a href="https://doi.org/10.1007/978-3-030-29077-1">https://doi.org/10.1007/978-3-030-29077-1</a><br/>Format: Electronic Resources<br/>Markov Chains Models, Algorithms and Applicationsent://SD_ILS/0/SD_ILS:25072024-07-04T21:29:46Z2024-07-04T21:29:46ZYazar Ching, Wai-Ki. author.<br/><a href="http://dx.doi.org/10.1007/978-1-4614-6312-2">http://dx.doi.org/10.1007/978-1-4614-6312-2</a><br/>Format: Electronic Resources<br/>Stochastic Models, Statistics and Their Applications Dresden, Germany, March 2019ent://SD_ILS/0/SD_ILS:4290362024-07-04T21:29:46Z2024-07-04T21:29:46ZYazar Steland, Ansgar. editor.<br/><a href="https://doi.org/10.1007/978-3-030-28665-1">https://doi.org/10.1007/978-3-030-28665-1</a><br/>Format: Electronic Resources<br/>