Hidden Bibliographic Details
| Other authors / contributors: | Sulem, Agnès.
|
|---|
| ISBN: | 9783540698265
3540698264
3540698256
9783540698258
9786611351533
6611351531
|
|---|
| Notes: | Includes bibliographical references (p. [243]-249) and index.
Description based on print version record.
|
|---|
| Summary: | "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 applications." "The text emphasises applications, mostly to finance. All the main results are illustrated by examples and exercises appear at the end of each chapter with complete solutions. This will help the reader understand the theory and see how to apply it. The book assumes some basic knowledge of stochastic analysis, measure theory and partial differential equations."--Jacket.
|
|---|
| Other form: | Print version: Øksendal, B.K. (Bernt Karsten), 1945- Applied stochastic control of jump diffusions. 2nd ed. Berlin : Springer, c2007 3540698256 9783540698258
|
|---|
