Applied Stochastic Control of Jump Diffusions (Universitext) .Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its applications. The 2nd edition adds a chapter on optimal control of stochastic par
Showing posts with label Universitext. Show all posts
Showing posts with label Universitext. Show all posts
Subscribe to:
Posts (Atom)