Applied Stochastic Control of Jump Diffusions Plus de livres par Bernt Øksendal & Agnes Sulem
Stochastic Calculus for Fractional Brownian Motion and Applications
2008
Malliavin Calculus for Lévy Processes with Applications to Finance
2008
Stochastic Analysis and Applications
2007
Applied Stochastic Control of Jump Diffusions
2006
Applied Stochastic Control of Jump Diffusions
2007
Stochastic Partial Differential Equations
2009
Advanced Mathematical Methods for Finance
2011