Applied stochastic control of jump d...
Oksendal, Bernt.

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  • Applied stochastic control of jump diffusions
  • 紀錄類型: 書目-電子資源 : Monograph/item
    正題名/作者: Applied stochastic control of jump diffusions/ by Bernt Oksendal, Agnes Sulem.
    作者: Oksendal, Bernt.
    其他作者: Sulem, Agnes.
    出版者: Cham :Springer International Publishing : : 2019.,
    面頁冊數: xvi, 436 p. :ill. (some col.), digital ;24 cm.
    內容註: Preface -- Stochastic Calculus with Levy Processes -- Financial Markets Modelled by Jump Diffusions -- Optimal Stopping of Jump Diffusions -- Backward Stochastic Differential Equations and Risk Measures -- Stochastic Control of Jump Diffusions -- Stochastic Differential Games -- Combined Optimal Stopping and Stochastic Control of Jump Diffusions -- Viscosity Solutions -- Solutions of Selected Exercises -- References -- Notation and Symbols.
    Contained By: Springer eBooks
    標題: Stochastic control theory. -
    電子資源: https://doi.org/10.1007/978-3-030-02781-0
    ISBN: 9783030027810
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