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Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications
by Delong, Łukasz.
Publication:
. X, 288 p.
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Risk Measures and Attitudes
by Biagini, Francesca.
Publication:
. IX, 91 p. 4 illus. in color.
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Derivative Pricing in Discrete Time
by Cutland, Nigel J.
Publication:
. XV, 325 p. 63 illus.
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An Introduction to Heavy-Tailed and Subexponential Distributions
by Foss, Sergey.
Publication:
. IX, 123p. 1 illus.
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Selected Works of C.C. Heyde
by Maller, Ross.
Publication:
. XXXVII, 463p.
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Decision Systems and Nonstochastic Randomness
by Ivanenko, V. I.
Publication:
. XII, 272p. 6 illus.
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Quantile-Based Reliability Analysis
by Nair, N. Unnikrishnan.
Publication:
. XX, 397 p. 20 illus., 3 illus. in color.
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An Introduction to Continuous-Time Stochastic Processes
by Capasso, Vincenzo.
Publication:
. XIII, 434 p. 14 illus.
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Probability and Statistical Models
by Gupta, Arjun K.
Publication:
. XII, 267p.
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Parametric Statistical Change Point Analysis
by Chen, Jie.
Publication:
. XIII, 273p. 24 illus., 23 illus. in color.
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Theory of Stochastic Processes
by Gusak, Dmytro.
Publication:
. XII, 376p. 8 illus.
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Real Options Valuation
by Schulmerich, Marcus.
Publication:
. XVIII, 389p. 354 illus., 177 illus. in color.
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Theory of Zipf's Law and Beyond
by Saichev, Alex.
Publication:
. XII, 171p. 44 illus.
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Stochastic Optimal Control and the U.S. Financial Debt Crisis
by Stein, Jerome L.
Publication:
. XVI, 157p. 31 illus.
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Paris-Princeton Lectures on Mathematical Finance 2010
by Cousin, Areski.
Publication:
. X, 359p. 45 illus.
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