SINCE the publication of Prof. Zygmund's “Trigonometric Series” in 1935, there has been considerable demand for another book dealing with trigonometric integrals. Prof. Titchmarsh's book meets this ...
ABSTRACT: The purpose of this paper is to present the theorical connection between the Itô stochastic calculus and the Financial Econometrics. This paper has two contributions. First, we give the ...
ABSTRACT: The main aim of this paper is to present and emphasize the contribution of stochastic numerical methods as must tools for the modern econometric modelisation. Indeed, the stochastic ...