LIBROS DEL AUTOR: agnes sulem

2 resultados para LIBROS DEL AUTOR: agnes sulem

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  • Applied Stochastic Control of Jump Diffusions
    Agnès Sulem / Bernt Øksendal
    Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its applications. Discussion includes the dynamic programming method and the maximum principle method, and their relationship. The text emphasises real-world applications, primarily in finance. Results are illustrated by examp...
    Disponible

    87,63 €

  • Applied Stochastic Control of Jump Diffusions
    Agnès Sulem / Bernt Øksendal
    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. Both the dynamic programming method and the stochastic maximum principle method are discussed, as well as the relation between them. Corresponding verification theorems invol...
    Disponible

    47,07 €