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Stochastic Analysis with Financial Applications, by Arturo Kohatsu-Higa, Nicolas Privault and Shuenn-Jyi Sheu (Eds.)

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  • Greg M. Gupton

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  • Greg M. Gupton, 2012. "Stochastic Analysis with Financial Applications, by Arturo Kohatsu-Higa, Nicolas Privault and Shuenn-Jyi Sheu (Eds.)," Quantitative Finance, Taylor & Francis Journals, vol. 12(5), pages 691-692, May.
    • Handle: RePEc:taf:quantf:v:12:y:2012:i:5:p:691-692
    DOI: 10.1080/14697688.2012.662595
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    References listed on IDEAS

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    1. Cohen, Samuel N. & Elliott, Robert J., 2010. "A general theory of finite state Backward Stochastic Difference Equations," Stochastic Processes and their Applications, Elsevier, vol. 120(4), pages 442-466, April.
    2. Merton, Robert C, 1974. "On the Pricing of Corporate Debt: The Risk Structure of Interest Rates," Journal of Finance, American Finance Association, vol. 29(2), pages 449-470, May.
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