Applied Stochastic Control of Jump Diffusions More Books by Bernt Øksendal & Agnes Sulem

Advanced Mathematical Methods for Finance Advanced Mathematical Methods for Finance
2011
Applied Stochastic Control of Jump Diffusions Applied Stochastic Control of Jump Diffusions
2007
Applied Stochastic Control of Jump Diffusions Applied Stochastic Control of Jump Diffusions
2019
Stochastic Analysis and Applications Stochastic Analysis and Applications
2007
Stochastic Calculus for Fractional Brownian Motion and Applications Stochastic Calculus for Fractional Brownian Motion and Applications
2008
Malliavin Calculus for Lévy Processes with Applications to Finance Malliavin Calculus for Lévy Processes with Applications to Finance
2008
Stochastic Partial Differential Equations Stochastic Partial Differential Equations
2009