Oksendal, Bernt.
概要
| 作品: | 1 作品在 2 項出版品 1 種語言 | |
|---|---|---|
書目資訊
Applied stochastic control of jump diffusions
by:
Oksendal, Bernt.; SpringerLink (Online service); Sulem, Agnes.
(書目-電子資源)
Advanced mathematical methods for finance
by:
Di Nunno, Giulia.; Oksendal, Bernt.; SpringerLink (Online service)
(書目-電子資源)
Malliavin calculus for Levy processes with applications to finance
by:
Nunno, Giulia Di.; Oksendal, Bernt.; Proske, Frank.; SpringerLink (Online service)
(書目-電子資源)
主題
Distribution (Probability theory)
Mathematics
Probability Theory and Stochastic Processes.
Socio- and Econophysics, Population and Evolutionary Models.
Levy processes.
Operator Theory.
Operator Theory
Macroeconomics/Monetary Economics.
Financial Economics.
Operations Research, Management Science.
Operator theory
Operations Research, Mathematical Programming
Probability Theory and Stochastic Processes
Mathematics.
Quantitative Finance.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Business mathematics.
Finance
Quantitative Finance
Systems Theory, Control.
Stochastic control theory.
Stochastic processes.
Viscosity solutions.
Calculus of Variations and Optimal Control; Optimization.
Operations research
Malliavin calculus.