Languages
Oksendal, Bernt.
Overview
| Works: | 2 works in 2 publications in 1 languages | |
|---|---|---|
Titles
Advanced mathematical methods for finance
by:
Oksendal, Bernt.; SpringerLink (Online service); Di Nunno, Giulia.
(Language materials, printed)
Applied Stochastic Control of Jump Diffusions
by:
SpringerLink (Online service); Oksendal, Bernt.; Sulem, Agnes.
(Language materials, printed)
Applied stochastic control of jump diffusions
by:
Sulem, Agnes.; Oksendal, Bernt.; SpringerLink (Online service)
(Language materials, printed)
Malliavin calculus for Levy processes with applications to finance
by:
Nunno, Giulia Di.; Oksendal, Bernt.; SpringerLink (Online service); Proske, Frank.
(Language materials, printed)
Subjects
Stochastic processes.
Financial Economics.
Probability Theory and Stochastic Processes.
Business mathematics.
Stochastic control theory.
Macroeconomics/Monetary Economics.
Viscosity solutions.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Socio- and Econophysics, Population and Evolutionary Models.
Mathematics.
Quantitative Finance.
Operations Research, Mathematical Programming.
Malliavin calculus.
Operations Research, Management Science.
Levy processes.
Calculus of Variations and Optimal Control; Optimization.
Operator Theory.
Systems Theory, Control.