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  • L. C. G. Rogers
    978-3-642-35202-7
    2013
    Edition 1
    • Presents the main methods for solving stochastic optimal control problems arising in finance
    • Through a large number of worked problems, illustrates how to use a combination of analytic and numerical techniques to actually find a solution even when none is available in closed form
    • Critiques the usefulness of theory in the light of stylized facts of asset return
    • Includes supplementary material: sn.pub/extras
    €140 €126
    10% OFF

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