Featured
Compare webshops (2)
Pages: 168, Paperback, LAP Lambert Academic Publishing
Springer Spektrum
Parameter Identification for a Stochastic Partial Differential Equation in the Nonstationary Case
Independently Published
Advanced Statistical Modeling for Quantitative Finance: Bayesian Inference, Stochastic Processes, Time Series...
Chapman and Hall/CRC
Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference
The Market Equation: Stochastic Calculus for Finance
Back to top