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Error Calculus for Finance and Physics
The Language of Dirichlet Forms
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The book deals with propagation of errors on data through mathematical models with applications in finance and physics. It is interesting for scientists and practitioners when studying the sensitivity of their models to small changes in the hypotheses. The book differs from what is usually done in sensitivity analysis because it yields powerful new tools allowing to manage errors in stochastic models as those used in modern finance.
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ISBNs
3110199297
9783110180367
9783110199291