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E Birkhauser - Advances in Mathematical Finance - Applied Numerical Harmonic Analysus - Michael C. Fu 2007.pdf

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E Birkhauser - Advances in Mathematical Finance - Applied Numerical Harmonic Analysus - Michael C. Fu 2007.pdf

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E Birkhauser - Advances in Mathematical Finance - Applied Numerical Harmonic Analysus - Michael C. Fu 2007.pdf

文档介绍

文档介绍:Applied and Numerical Harmonic Analysis
Series Editor
John J. Benedetto
University of Maryland
Editorial Advisory Board
Akram Aldroubi Douglas Cochran
Vanderbilt University Arizona State University
Ingrid Daubechies Hans G. Feichtinger
Princeton University University of Vienna
Christopher Heil Murat Kunt
ia Institute of Technology Swiss Federal Institute of Technology, Lausanne
James McClellan Wim Sweldens
ia Institute of Technology Lucent Technologies, Bell Laboratories
Michael Unser Martin Vetterli
Swiss Federal Institute Swiss Federal Institute
of Technology, Lausanne of Technology, Lausanne
M. Victor Wickerhauser
Washington University
Advances in
Mathematical Finance
Michael C. Fu
Robert A. Jarrow
Ju-Yi J. Yen
Robert J. Elliott
Editors
Birkhauser¨
Boston • Basel • Berlin
Michael C. Fu Robert A. Jarrow
Robert H. Smith School of Business Johnson Graduate School of Management
Van Munching Hall 451 Sage Hall
University of Maryland Cornell University
College Park, MD 20742 Ithaca, NY 14853
USA USA
Ju-Yi J. Yen Robert J. Elliott
Department of Mathematics Haskayne School of Business
1326 Stevenson Center Scurfield Hall
Vanderbilt University University of Calgary
Nashville, TN 37240 Calgary, AB T2N 1N4
USA Canada
Cover design by Joseph Sherman.
Mathematics Subject Classification (2000): 91B28
Library of Congress Control Number: 2007924837
ISBN-13: 978-0-8176-4544-1 e-ISBN-13: 978-0-8176-4545-8
Printed on acid-free paper.
c 2007 Birkhauser¨ Boston
All rights reserved. This work may not be translated or copied in whole or in part without the written
permission of the publisher (Birkhauser¨ Boston, c/o Springer Science+Business Media LLC, 233
Spring Street, New York, NY 10013, USA) and the author, except for brief excerpts in connection with
reviews or scholarly analysis. Use in connection with any form of information storage and retrieval,
electronic adaptation, computer software, or by similar or dissimilar methodolo