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Technical Proofs (∗∗)

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Listed:
  • Stéphane Crépey

    (Université d’Evry Val d’Essone)

Abstract

In this chapter we provide the proofs of the most demanding results of Chaps. 12 – 14 . Have you noticed the (∗∗) in the title? It means “very difficult”. Given the dual nature of the proposed audience for the book (scholars and quants), I have provided in the first chapters a lot of background material. Yet I didn’t want to avoid the sometimes difficult mathematical technique that is needed for deep understanding. So, for the convenience of readers, we signal sections that contain advanced material with an asterisk (*) or even a double asterisk (**) for the still more difficult portions.

Suggested Citation

Handle: RePEc:spr:sprfcp:978-3-642-37113-4_15
DOI: 10.1007/978-3-642-37113-4_15
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