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Bocconi & Springer series,

Titles

Parameter estimation in fractional d...

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Kubilius, Kestutis.

Parameter estimation in fractional diffusion models

by: Kubilius, Kestutis.

Stochastic analysis for Poisson poin...

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Peccati, Giovanni.

Stochastic analysis for Poisson point processesMalliavin calculus, Wiener-Itô chaos expansions and stochastic geometry /

by: Peccati, Giovanni.

Affine diffusions and related proces...

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Alfonsi, Aurelien.

Affine diffusions and related processessimulation, theory and applications /

by: Alfonsi, Aurelien.

PDE and martingale methods in option...

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Pascucci, Andrea.

PDE and martingale methods in option pricing

by: Pascucci, Andrea.

Wiener chaosmoments, cumulants and d...

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Peccati, Giovanni.

Wiener chaosmoments, cumulants and diagrams : a survey with computer implementation /

by: Peccati, Giovanni.

Peacocks and associated martingales,...

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Hirsch, Francis.

Peacocks and associated martingales, with explicit constructions

by: Hirsch, Francis.

Asymptotic analysis of unstable solu...

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Kulinich, Grigorij.

Asymptotic analysis of unstable solutions of stochastic differential equations

by: Kulinich, Grigorij.

Selected topics in Malliavin calculuschaos, divergence and so much more /

by: Decreusefond, Laurent.

Continuous time processes for financeswitching, self-exciting, fractional and other recent dynamics /

by: Hainaut, Donatien.

Stochastic calculus via regularizations

by: Russo, Francesco.

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