Applied Stochastic Control of Jump Diffusions : Bernt Øksendal
Customers also bought these Products:
Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance) Author: Steven E. Shreve Manufacturer: Springer ListPrice: $69.95 Offer: $46.74 Similar Products (5+)
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance) Author: Steven E. Shreve Manufacturer: Springer ListPrice: $34.95 Offer: $25.72 Similar Products (5+)
The Volatility Surface: A Practitioner's Guide (Wiley Finance) Author: Jim Gatheral Manufacturer: Wiley ListPrice: $60.00 Offer: $36.00 Similar Products (5+)
Stochastic Differential Equations: An Introduction with Applications (Universitext) Author: Bernt Oksendal Manufacturer: Springer ListPrice: $49.95 Offer: $34.60 Similar Products (5+)
Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability) Author: Paul Glasserman Manufacturer: Springer ListPrice: $69.95 Offer: $55.96 Similar Products (5+)
Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance) Author: Damiano Brigo Manufacturer: Springer ListPrice: $79.95 Offer: $54.54 Similar Products (5+)
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model Author: Steven E. Shreve Manufacturer: Springer ListPrice: $49.95 Offer: $49.95
Controlled Markov Processes and Viscosity Solutions (Stochastic Modelling and Applied Probability) Author: Wendell H. Fleming Manufacturer: Springer ListPrice: $79.95 Offer: $63.96 Similar Products (5+)
My Life as a Quant: Reflections on Physics and Finance Author: Emanuel Derman Manufacturer: Wiley ListPrice: $34.95 Offer: $19.73 Similar Products (5+)
Exotic Option Pricing and Advanced Lévy Models (Wilmott Collection) Author: Andreas Kyprianou Manufacturer: Wiley ListPrice: $180.00 Offer: $131.40 Similar Products (5+)
The Malliavin Calculus (Dover Books on Mathematics) Author: Denis R. Bell Manufacturer: Dover Publications ListPrice: $9.95 Offer: $9.95 Similar Products (5+)
Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability) Author: Marek Musiela Manufacturer: Springer ListPrice: $95.00 Offer: $63.30 Similar Products (5+)
Stochastic Integration and Differential Equations Author: Philip E. Protter Manufacturer: Springer ListPrice: $89.95 Offer: $71.96 Similar Products (5+)
Limit Theorems for Stochastic Processes Author: Jean Jacod Manufacturer: Springer ListPrice: $149.00 Offer: $111.00 Similar Products (5+)
Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich) Author: Goran Peskir Manufacturer: Birkhäuser Basel ListPrice: $74.95 Offer: $51.90 Similar Products (5+)
Stochastic Optimization in Continuous Time Author: Fwu-Ranq Chang Manufacturer: Cambridge University Press ListPrice: $53.00 Offer: $48.30 Similar Products (5+)
Numerical Methods for Stochastic Control Problems in Continuous Time (Stochastic Modelling and Applied Probability) Author: Harold J. Kushner Manufacturer: Springer ListPrice: $109.00 Offer: $80.60 Similar Products (5+)
Stochastic Controls: Hamiltonian Systems and HJB Equations (Stochastic Modelling and Applied Probability) Author: Jiongmin Yong Manufacturer: Springer ListPrice: $119.00 Offer: $86.87 Similar Products (5+)
Markov Processes: Characterization and Convergence (Wiley Series in Probability and Statistics) Author: Stewart N. Ethier Manufacturer: Wiley-Interscience ListPrice: $99.95 Offer: $91.85 Similar Products (5+)
Stochastic Calculus of Variations in Mathematical Finance Author: Paul Malliavin Manufacturer: Springer ListPrice: $59.95 Offer: $47.96 Similar Products (5+)
Lévy Processes (Cambridge Tracts in Mathematics) Author: Jean Bertoin Manufacturer: Cambridge University Press ListPrice: $56.00 Offer: $52.20 Similar Products (5+)
Lévy Processes and Infinitely Divisible Distributions (Cambridge Studies in Advanced Mathematics) Author: Ken-iti Sato Manufacturer: Cambridge University Press ListPrice: $110.00 Offer: $88.00 Similar Products (5+)
The Mathematics of Arbitrage (Springer Finance) Author: Freddy Delbaen Manufacturer: Springer ListPrice: $79.95 Offer: $63.96 Similar Products (5+)
Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and its Applications) Author: Francesca Biagini Manufacturer: Springer ListPrice: $99.00 Offer: $79.20 Similar Products (5+)
Markov Processes : Characterization and Convergence (Wiley Series in Probability and Statistics) Author: Stewart N. Ethier ListPrice: $199.95 Similar Products (5+)
Controlled Markov Processes and Viscosity Solutions (Stochastic Modelling and Applied Probability) Author: Wendell H. Fleming Manufacturer: Springer ListPrice: $89.95 Similar Products (5+)
Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) Author: David Applebaum Manufacturer: Cambridge University Press ListPrice: $96.00 Offer: $76.80 Similar Products (5+)
Introductory Lectures on Fluctuations of Lévy Processes with Applications (Universitext) Author: Andreas E. Kyprianou Manufacturer: Springer ListPrice: $49.95 Offer: $40.40 Similar Products (5+)
Stochastic Control in Insurance (Probability and its Applications) Author: Hanspeter Schmidli Manufacturer: Springer ListPrice: $79.95 Offer: $68.36 Similar Products (2)
Stochastic Control of Partially Observable Systems Author: Alain Bensoussan Manufacturer: Cambridge University Press ListPrice: $60.00 Offer: $55.90 Similar Products (2)