Seminar on Stochastic Analysis, Random Fields and Applications III: Centro Stefano Franscini, Ascona, September 1999
Seminar on Stochastic Analysis, Random Fields and Applications III: Centro Stefano Franscini, Ascona, September 1999 By O. E. Barndorff-Nielsen, F. E. Benth (auth.), Robert C. Dalang, Marco Dozzi, Francesco Russo (eds.)
2002 | 302 Pages | ISBN: 3034894740 | PDF | 8 MB
2002 | 302 Pages | ISBN: 3034894740 | PDF | 8 MB
This volume contains 20 refereed research or review papers presented at the five-day Third Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verit� ) in Ascona, Switzerland, from September 20 to 24, 1999. The seminar focused on three topics: fundamental aspects of stochastic analysis, physical modeling, and applications to financial engineering. The third topic was the subject of a minisymposium on stochastic methods in financial models.