This book, dedicated to Winfried Stute on the occasion of his 70th birthday, presents a unique collection of contributions by leading experts in statistics, stochastic processes, mathematical finance and insurance. The individual chapters cover a wide variety of topics ranging from nonparametric estimation, regression modelling and asymptotic bounds for estimators, to shot-noise processes in finance, option pricing and volatility modelling. The book also features review articles, e.g. on survival analysis.
CITATION STYLE
Ferger, D., Manteiga, W. G., Schmidt, T., & Wang, J. L. (2017). From statistics to mathematical finance: Festschrift in honour of winfried stute. From Statistics to Mathematical Finance: Festschrift in Honour of Winfried Stute (pp. 1–440). Springer International Publishing. https://doi.org/10.1007/978-3-319-50986-0
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