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Applied Stochastic Control of Jump Diffusions
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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.

Opplag
Third Edition 2019
ISBN
9783030027797
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
2.5.2019
Antall sider
436