Ernst Eberlein Books
High Dimensional Probability
What is high dimensional probability? Under this broad term one finds a collection of topics associated by the fact that ñ plays a key role in each, whether the idea of high dimension ñ is expresse...
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Mathematical Finance
By Jan Kallsen, Ernst Eberlein, Ernst Eberlein, Jan Kallsen
"Taking continuous-time stochastic processes allowing for jumps as its starting and focal point, this book provides an accessible introduction to the stochastic calculus and control of semimartinga...
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