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PDE and Martingale Methods in Option PricingPascucci, AndreaMilano: Springer Nature 2011Texto completo disponível |
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Material Type: Livro
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Mathematical Methods for Financial MarketsJeanblanc, Monique ; Yor, Marc ; Chesney, Marc Chesney, Marc ; Yor, MarcLondon: Springer Nature 2009Texto completo disponível |
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Markov Decision Processes with Applications to FinanceBäuerle, Nicole ; Rieder, Ulrich Rieder, UlrichBerlin, Heidelberg: Springer Nature 2011Texto completo disponível |
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Material Type: Livro
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Heavy-Tail Phenomena: Probabilistic and Statistical ModelingResnick, Sidney INew York, NY: Springer Nature 2007Texto completo disponível |
5 |
Material Type: Livro
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Peacocks and Associated Martingales, with Explicit ConstructionsHirsch, Francis ; Profeta, Christophe ; Roynette, Bernard ; Yor, MarcMilano: Springer Verlag Italia 2011Texto completo disponível |
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Material Type: Livro
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A non-random walk down Wall StreetLo, Andrew W ; Lo, Andrew W ; MacKinlay, A. CraigPrinceton: Princeton University Press 2011Sem texto completo |
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Material Type: Livro
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The Vehicle Routing Problem: Latest Advances and New ChallengesSharda, Ramesh ; Golden, Bruce ; Raghavan, S ; Voß, Stefan ; Wasil, Edward Wasil, Edward ; Golden, Bruce ; Raghavan, S.Boston, MA: Springer-Verlag 2008Sem texto completo |
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Material Type: Livro
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Supermodularity and complementarityTopkis, Donald M ; Topkis, Donald MPrinceton: Princeton University Press 1998Sem texto completo |
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Material Type: Livro
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Regression: Models, Methods and ApplicationsFahrmeir, Ludwig ; Kneib, Thomas ; Lang, Stefan ; Marx, Brian Marx, Brian ; Kneib, Thomas ; Lang, StefanBerlin, Heidelberg: Springer Nature 2013Texto completo disponível |
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Material Type: Livro
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Long-Memory Processes: Probabilistic Properties and Statistical MethodsBeran, Jan ; Feng, Yuanhua ; Ghosh, Sucharita ; Kulik, RafalBerlin, Heidelberg: Springer Berlin / Heidelberg 2013Texto completo disponível |