Applied stochastic control of jump diffusions :: SCD d'Orléans

Applied stochastic control of jump diffusions

Applied stochastic control of jump diffusions

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 (i.e. solutions of stochastic differential equations driven by Lévy processes) and its appli...

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Dettagli Bibliografici
Autori principali:	Øksendal, Bernt Karsten, 1945-...., économiste, Sulem, Agnès, 19..- (Autore)
Natura:	Livre numérique
Lingua:	Anglais
Pubblicazione:	Berlin, Heidelberg : Springer Berlin Heidelberg : Springer e-books [20..]. Cham : Springer Nature
Serie:	Universitext
Accesso online:	Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL
Nota:	Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale)
Autres localisations:	Voir dans le Sudoc
Edition sous un autre format:	• Applied stochastic control of jump diffusions, Bernt Øksendal, Agnes Sulem, 2005, Berlin, Springer, 1 vol. (X-208 p.), Universitext, 3-540-14023-9

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