Adobe PDF (740.85 kB)
Title Details:
Martingales
Authors: Loulakis, Michail
Reviewer: Kolountzakis, Michail
Subject: MATHEMATICS AND COMPUTER SCIENCE > MATHEMATICS > PROBABILITY THEORY AND STOCHASTIC PROCESSES
Keywords:
Stochastic Processes
Markov Chains
Monte Carlo Simulation
Poisson Processes
Description:
Abstract:
Martingale, ορισμοί, βασικές ιδιότητες, θεώρημα επιλεκτικής διακοπής, εφαρμογές στην χρηματοοικονομία
Linguistic Editors: Trampoulis, Τheofilos
Type: Chapter
Creation Date: 2015
Item Details:
License: http://creativecommons.org/licenses/by-nc-nd/3.0/gr
Handle http://hdl.handle.net/11419/6006
Bibliographic Reference: Loulakis, M. (2015). Martingales [Chapter]. In Loulakis, M. 2015. Στοχαστικές Διαδικασίες [Undergraduate textbook]. Kallipos, Open Academic Editions. https://hdl.handle.net/11419/6006
Language: Greek
Is Part of: Στοχαστικές Διαδικασίες
Publication Origin: Kallipos, Open Academic Editions