chee
从论坛下载了梦想的
Arbitrage in continuous time.pdf
为了表示感谢，将我喜欢的，并且，推荐任何一个做continuous time financial modelling的研究者学习的书籍：
Rama Cont.
Financial Modelling by Jump Processes
Shreve
Brownian motion and stochastic calculus
Terence Mills
The econometric modelling of financial time series
Nualart
The Malliavin Calculus and related topics
Yuliya
Stochastic Calculus for fractional brownian motion and related processes
--
上面的书籍都可以从网上下载到。
下面是必读的文章:
Andrew Lo.
AndrewLo-1991-longTermMemoryinStockMarketPrices.pdf
McCulloch
McCulloch-1997-mearuringTailThickness-a-cretique.pdf
Philips
Philips-1994-test-covariance-stability.pdf
Badrinath
Badrinath-1988-measuring-sknewness-elongation.pdf
Rama Cont.
Cont-empirical propterties of asset returns-2001.pdf
Rama Cont.
Cont-scaling-in-financial-data.pdf
－－
这些是从我学校的数据库下载的，我会上传。
这个Rama Cont是Mandelbrot的学生，后者是Von Neuman的学生
但是，如何上传附件呢？
