Bocconi & Springer Series – serie

Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations

Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations

Selected Topics in Malliavin Calculus

Chaos, Divergence and So Much More

Selected Topics in Malliavin Calculus

Chaos, Divergence and So Much More

Continuous Time Processes for Finance

Switching, Self-exciting, Fractional and other Recent Dynamics

Continuous Time Processes for Finance

Switching, Self-exciting, Fractional and other Recent Dynamics

Stochastic Calculus via Regularizations

Stochastic Calculus via Regularizations

Functionals of Multidimensional Diffusions with Applications to Finance

Functionals of Multidimensional Diffusions with Applications to Finance

Affine Diffusions and Related Processes: Simulation, Theory and Applications

Stochastic Analysis for Poisson Point Processes

Malliavin Calculus, Wiener-Itô Chaos Expansions and Stochastic Geometry

Affine Diffusions and Related Processes: Simulation, Theory and Applications

Parameter Estimation in Fractional Diffusion Models

Stochastic Analysis for Poisson Point Processes

Malliavin Calculus, Wiener-Itô Chaos Expansions and Stochastic Geometry

Parameter Estimation in Fractional Diffusion Models

Wiener Chaos: Moments, Cumulants and Diagrams

A survey with Computer Implementation

PDE and Martingale Methods in Option Pricing

Peacocks and Associated Martingales, with Explicit Constructions

Peacocks and Associated Martingales, with Explicit Constructions

Selected Aspects of Fractional Brownian Motion

Wiener Chaos: Moments, Cumulants and Diagrams

A survey with Computer Implementation

PDE and Martingale Methods in Option Pricing