Sulem, A.
Libros de: Sulem, A.
Mostrando 1 libros encontrados. (1 páginas).
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Applied Stochastic Control Of Jump Diffusions.
Oksendal, Bernt Sulem, A.
Springer (2004)
- EAN: 9783540140238
- Páginas: 208
- Fecha de edición: 2004
pvp.49,95 €
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The main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its ...