Applied Stochastic Control of Jump Diffusions(by Bernt and Sulm) 6 个回复 - 2248 次查看
Applied Stochastic Control of Jump Diffusions
1 Stochastic Calculus with Jump diffusions . . . . . . . . . . . . . . . . . . 1
1.1 Basic definitions and results on L´evy Processes . . . ...2011-3-12 22:25 - 彭小帆 - 金融学(理论版)
Applied Stochastic Control of Jump Diffusions (Universitext系列) 2 个回复 - 2434 次查看
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. Discussion includes the dyna ...2015-5-16 23:41 - lasgpope - 量化投资
first passsage times of a jump diffusion process 1 个回复 - 962 次查看
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【文题(必填)】first passsage times of a jump diffusion process
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【全文链接或数据库名称(选填)】http://www.jstor.org/discover/10.2307/1428433?sid=21105003808631&uid ...2015-1-6 01:17 - ssylzz - 求助成功区