This course is available on the BSc in Financial Mathematics and Statistics. This course is available as an outside option to students on other programmes where regulations permit. This course is ...

This course is available on the BSc in Financial Mathematics and Statistics, BSc in Mathematics and Economics and BSc in Mathematics with Economics. This course is available as an outside option to ...

In this article, we prove that the measures ℚ T associated to the one-dimensional Edwards' model on the interval [0, T] converge to a limit measure ℚ when T goes to infinity, in the following sense: ...