This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, s

This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, s

What happens to risk as the economic horizon goes to zero and risk is seen as an exposure to a change in state that may occur instantaneously at any time? All a

Financial engineering has become the focus of widespread media attention as a result of the worldwide financial crisis of recent years. This book is the second

This volume is devoted to original research results and survey articles reviewing recent developments in reduction for stochastic PDEs with multiscale as well a