Return to search

Stochastic differential equations driven by Gaussian processes with dependent increments and related market models with memory

Stuttgart, Univ., Diss., 2006.

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/315405281
Date January 2007
CreatorsSchiemert, Daniel.
Publisher[S.l. : s.n.],
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
TypeOnline-Publikation.
SourceKostenfrei

Page generated in 0.1514 seconds