Bøger af Agnes Sulem
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729,95 kr. 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.
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- 729,95 kr.
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859,95 kr. Here is a rigorous introduction to solution methods of stochastic control problems for jump diffusions. The 2nd edition adds a chapter on optimal control of stochastic partial differential equations driven by Levy processes, and a section on optimal stopping with delayed information.
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- 859,95 kr.