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A rigorous introduction to optimal control theory, with an emphasis on applications in economics.This book bridges optimal control theory and economics, discussing ordinary …
An introduction to economic applications of the theory of continuous-time finance that strikes a balance between mathematical rigor and economic interpretation of financial market …
The rapid growth of electronic commerce, along with changes in information, computing, and communications, is having a profound effect on the United States economy. President …
A comprehensive overview of the theory of stochastic processes and its connections to asset pricing, accompanied by some concrete applications.This book presents a self-contained, …