TY  - BOOK
AU  - Svishchuk,A.V.
AU  - Islam,Shafiqul
TI  - Random dynamical systems in finance
SN  - 9781439867198 (ebook : PDF)
PY  - 2013///
CY  - Boca Raton, FL
PB  - CRC Press
KW  - Finance
KW  - Mathematical models
KW  - Random dynamical systems
KW  - Electronic books
KW  - lcsh
N1  - Includes bibliographical references and index; 1. Introduction -- 2. Deterministic dynamical systems and stochastic perturbations -- 3. Random dynamical systems and random maps -- 4. Position dependent random maps -- 5. Random evolutions as random dynamical systems -- 6. Averaging of the Geometric Markov Renewal Processes (GMRP) -- 7. Diffusion approximations of the GMRP and option price formulas -- 8. Normal deviation of a security market by the GMRP -- 9. Poisson approximation of a security market by the Geometric Markov Renewal Processes -- 10. Stochastic stability of fractional RDS in finance -- 11. Stability of RDS with jumps in interest rate theory -- 12. Stability of delayed RDS with jumps and regime-switching in finance -- 13. Optimal control of delayed RDS with applications in economics -- 14. Optimal control of vector delayed RDS with applications in finance and economics -- 15. RDS in option pricing theory with delayed/path-dependent information -- 16. Epilogue; Also available in print format
UR  - http://marc.crcnetbase.com/isbn/9781439867198
ER  -