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Applied Stochastic Control of Jump Diffusions
Tallenna

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.

Painos
Third Edition 2019
ISBN
9783030027797
Kieli
englanti
Paino
310 grammaa
Julkaisupäivä
2.5.2019
Sivumäärä
436