Books
Applied Stochastic Control of Jump Diffusions
2019
Stochastic Analysis and Applications
2007
Applied Stochastic Control of Jump Diffusions
2006
Applied Stochastic Control of Jump Diffusions
2007
Stochastic Calculus for Fractional Brownian Motion and Applications
2008
Malliavin Calculus for Lévy Processes with Applications to Finance
2008