Peng, Shige books & textbook
Nonlinear Expectations and Stochastic Calculus under Uncertainty: with Robust CLT and G-Brownian Motion (Probability Theory and Stochastic Modelling)
Springer /2020-09-19 Paperback / 228 Pages
isbn-10: 3662599058 / isbn-13: 9783662599051
Stochastic Methods in Finance: Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003 (Lecture Notes in Mathematics, 1856)
Back, Kerry Bielecki, Tomasz R. Hipp, Christian Peng, Shige Schachermayer, Walter Frittelli, Marco Runggaldier, Wolfgang
Springer /2004-11-22 Paperback / 328 Pages
isbn-10: 3540229531 / isbn-13: 9783540229537