资源描述：
《Springer.Stochastic.methods.in.finance.(Springer.2004)(ISBN.3540229531)(316s)Back.K.et.al 》由会员上传分享，免费在线阅读，更多相关内容在学术论文-天天文库。
1、LectureNotesinMathematics1856Editors:J.--M.Morel,CachanF.Takens,GroningenB.Teissier,ParisSubseries:FondazioneC.I.M.E.,FirenzeAdviser:PietroZeccaK.BackT.R.BieleckiC.HippS.PengW.SchachermayerStochasticMethodsinFinanceLecturesgivenattheC.I.M.E.-E.M.S.SummerSchoolheldinBressanone/Brixen
2、,Italy,July6--12,2003Editors:M.FrittelliW.Runggaldier123EditorsandAuthorsKerryBackShigePengMaysBusinessSchoolInstituteofMathematicsDepartmentofFinanceShandongUniversity310CWehnerBldg.250100JinanCollegeStation,TX77879-4218,USAPeople’sRepublicofChinae-mail:back@olin.wustl.edue-mail:pe
3、ng@sdu.edu.cnTomaszR.BieleckiWolfgangJ.RunggaldierDepartmentofAppliedMathematicsDipartimentodiMatematicaPuraedApplicataIllinoisInst.ofTechnologyUniversutadegliStudidiPadova´10West32ndStreetviaBelzoni7Chicago,IL60616,USA35100Padova,Italye-mail:bielecki@iit.edue-mail:runggal@math.unip
4、d.itMarcoFrittelliWalterSchachermayerDipartimentodiMatematicaperleDecisioniFinancialandActuarialMathematicsUniversitadegliStudidiFirenze´ViennaUniversityofTechnologyviaCesareLombroso6/17WiednerHauptstrasse8/105-150134Firenze,Italy1040Vienna,Austriae-mail:marco.frittelli@dmd.unifi.it
5、e-mail:wschach@fam.tuwien.ac.atChristianHippInstituteforFinance,BankingandInsuranceUniversityofKarlsruheKronenstr.3476133Karlsruhe,Germanye-mail:christian.hipp@wiwi.uni-karlsruhe.deLibraryofCongressControlNumber:2004114748MathematicsSubjectClassification(2000):60G99,60-06,91-06,91B0
6、6,91B16,91B24,91B28,91B30,91B70,93-06,93E11,93E20ISSN0075-8434ISBN3-540-22953-1Springer-VerlagBerlinHeidelbergNewYorkDOI:10.1007/b100122Thisworkissubjecttocopyright.Allrightsarereserved,whetherthewholeorpartofthematerialisconcerned,specificallytherightsoftranslation,reprinting,reuse
7、ofillustrations,recitation,broadcasting,reproductiononmicrofilmorinanyotherway,andstorageindatabanks.DuplicationofthispublicationorpartsthereofispermittedonlyundertheprovisionsoftheGermanCopyrightLawofSeptember9,1965,initscurrentversion,andpermissionforusemustalwaysbeobtainedfromSpr
8、inger.Violationsare
