Author: France) Seminaire de Probabilities (4th : 1978-1979 : ParisPublisher:
ISBN:
Category : Probabilities
Languages : en
Pages :
Book Description
Seminaire de Probabilities XIV, 1978
Author: France) Seminaire de Probabilities (4th : 1978-1979 : ParisPublisher:
ISBN:
Category : Probabilities
Languages : en
Pages :
Book Description
In Memoriam Marc Yor - Séminaire de Probabilités XLVII
Author: Catherine Donati-MartinPublisher: Springer
ISBN: 3319185853
Category : Mathematics
Languages : en
Pages : 657
Book Description
This volume is dedicated to the memory of Marc Yor, who passed away in 2014. The invited contributions by his collaborators and former students bear testament to the value and diversity of his work and of his research focus, which covered broad areas of probability theory. The volume also provides personal recollections about him, and an article on his essential role concerning the Doeblin documents. With contributions by P. Salminen, J-Y. Yen & M. Yor; J. Warren; T. Funaki; J. Pitman& W. Tang; J-F. Le Gall; L. Alili, P. Graczyk & T. Zak; K. Yano & Y. Yano; D. Bakry & O. Zribi; A. Aksamit, T. Choulli & M. Jeanblanc; J. Pitman; J. Obloj, P. Spoida & N. Touzi; P. Biane; J. Najnudel; P. Fitzsimmons, Y. Le Jan & J. Rosen; L.C.G. Rogers & M. Duembgen; E. Azmoodeh, G. Peccati & G. Poly, timP-L Méliot, A. Nikeghbali; P. Baldi; N. Demni, A. Rouault & M. Zani; N. O'Connell; N. Ikeda & H. Matsumoto; A. Comtet & Y. Tourigny; P. Bougerol; L. Chaumont; L. Devroye & G. Letac; D. Stroock and M. Emery.
Probability Theory on Vector Spaces II
Author: A. WeronPublisher: Springer
ISBN: 3540383506
Category : Mathematics
Languages : en
Pages : 342
Book Description
Seminaire de Probabilites Xiv
Author: J. AzemaPublisher:
ISBN:
Category : Probabilities
Languages : en
Pages : 546
Book Description
Probability Measures on Groups
Author: H. HeyerPublisher: Springer
ISBN: 3540392068
Category : Mathematics
Languages : en
Pages : 492
Book Description
a
Option Prices as Probabilities
Author: Christophe ProfetaPublisher: Springer Science & Business Media
ISBN: 3642103952
Category : Mathematics
Languages : en
Pages : 282
Book Description
Discovered in the seventies, Black-Scholes formula continues to play a central role in Mathematical Finance. We recall this formula. Let (B ,t? 0; F ,t? 0, P) - t t note a standard Brownian motion with B = 0, (F ,t? 0) being its natural ?ltra- 0 t t tion. Let E := exp B? ,t? 0 denote the exponential martingale associated t t 2 to (B ,t? 0). This martingale, also called geometric Brownian motion, is a model t to describe the evolution of prices of a risky asset. Let, for every K? 0: + ? (t) :=E (K?E ) (0.1) K t and + C (t) :=E (E?K) (0.2) K t denote respectively the price of a European put, resp. of a European call, associated with this martingale. Let N be the cumulative distribution function of a reduced Gaussian variable: x 2 y 1 ? 2 ? N (x) := e dy. (0.3) 2? ?? The celebrated Black-Scholes formula gives an explicit expression of? (t) and K C (t) in terms ofN : K ? ? log(K) t log(K) t ? (t)= KN ? + ?N ? ? (0.4) K t 2 t 2 and ? ?
Billingsley Dimension in Probability Spaces
Author: H. CajarPublisher: Springer
ISBN: 3540386386
Category : Mathematics
Languages : en
Pages : 113
Book Description
Probability in Banach Spaces III
Author: A. BeckPublisher: Springer
ISBN: 3540387102
Category : Mathematics
Languages : en
Pages : 337
Book Description
Analytical Methods in Probability Theory
Author: Daniel DuguePublisher: Springer
ISBN: 3540367853
Category : Mathematics
Languages : en
Pages : 197
Book Description
Seminaire de Probabilites XIV, Universite de Paris 6, 1978-79
Author: Séminaire de probabilités. (14thPublisher:
ISBN:
Category : Probabilities
Languages : fr
Pages :
Book Description