
Applied Stochastic Control of Jump Diffusions
The main purpose of the book is to give a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and their applications.
- Kirjailija
- Bernt Øksendal, Agnès Sulem
- Painos
- Third Edition 2019
- ISBN
- 9783030027797
- Kieli
- englanti
- Paino
- 310 grammaa
- Sarja
- Universitext
- Julkaisupäivä
- 2.5.2019
- Kustantaja
- Springer Nature Switzerland AG
- Sivumäärä
- 436