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  • Bernt Øksendal; Agnès Sulem
    978-3-030-02781-0
    2019
    Edition 3
    • Contains recent developments within stochastic control and its applications
    • Discusses both the dynamic programming method and the stochastic maximum principle method
    • Comprehensively presents financial markets modelled by jump diffusions, backward stochastic differential equations and convex risk measures
    • Includes optimal control of mean-field systems and stochastic differential games in the expanded and updated chapters about optimal stopping and stochastic control

    €419

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