000			02637nam a22003735i 4500
001			321204
003			MX-SnUAN
005			20160429161451.0
007			cr nn 008mamaa
008			160111s2016 gw | s |||| 0|eng d
020			_a9783319234250 _9978-3-319-23425-0
035			_avtls000422419
039		9	_y201601111024 _zstaff
050		4	_aQ295
245	1	0	_aStochastics of environmental and financial economics : _bcentre of advanced study, oslo, norway, 2014-2015 / _cedited by Fred Espen Benth, Giulia Di Nunno.
250			_a1st ed. 2016.
264		1	_aCham : _bSpringer International Publishing : _bSpringer, _c2016.
300			_aviii, 360 páginas : _b31 ilustraciones, 27 ilustraciones en color.
336			_atexto _btxt _2rdacontent
337			_acomputadora _bc _2rdamedia
338			_arecurso en línea _bcr _2rdacarrier
347			_aarchivo de texto _bPDF _2rda
490	0		_aSpringer Proceedings in Mathematics & Statistics, _x2194-1009 ; _v138
500			_aSpringer eBooks
505	0		_aSome recent developments in ambit stochastics -- Functional and Banach space stochastic calculi. Path-dependent Kolmogorov equations associated with the frame of a Brownian motion -- Nonlinear Young integrals via fractional calculus -- A weak limit theorem for numerical approximation of Brownian semi-stationary processes -- Non-elliptic SPDEs and ambit fields: existence of densities -- Dynamic risk measures and path-dependent second order PDEs -- Pricing CoCos with a market trigger -- Quantification of model risk in quadratic hedging in finance -- Risk-sensitive mean-field type control under partial observation -- Risk aversion in modeling of cap-and-trade mechanism and optimal design of emission markets -- Exponential ergodicity of the jump-diffusion CIR process -- Optimal control of predictive mean-field equations and applications to finance -- Modelling the impact of wind power production on electricity prices by regime-switching Levy semistationary processes -- Pricing options on EU ETS certificates with a time-varying market price of risk model.
506	0		_aOpen Access
590			_aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700	1		_aBenth, Fred Espen, _eeditor. _9321205
700	1		_aDi Nunno, Giulia, _eeditor. _9341114
710	2		_aSpringerLink (Servicio en línea) _9299170
776	0	8	_iEdición impresa: _z9783319234243
856	4	0	_uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-3-319-23425-0 _zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
942			_c14
999			_c321204 _d321204