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Hello,
I'm in search for a proper introduction to stochastic processes. I'm
mainly interrested in the impact of absorbing walls on the the
resulting distributions. I want to apply this to financial markets. I'm
no maths buf, but I'm not completely ignorant about the subject as I
had a tiny introduction into the subject during my study. I already did
a websearch but did not find what I need (possibly used incorrect
search criteria) and had a look at amazon, but the choice of books is
large so don't know what to order.
Has any-one good reading suggestions for me? Webresources or books both
fine with me.
TIA
Wilco
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