Applied Stochastic Control of Jump Diffusions - Couverture souple

Øksendal, Bernt; Sulem, Agnès

Couverture souple

ISBN 10 : 3030027791 ISBN 13 : 9783030027797

Editeur : Springer, 2019

A propos du livre

À propos de l?auteur

Agnès Sulem is a researcher at INRIA, Paris. She leads the MATHRISK research group and the Premia consortium for quantitative finance. She teaches in the doctoral programs at University Paris-Dauphine and Luxemburg University. Her fields of research are stochastic control, numerical and stochastic analysis, and mathematical finance. She is the author of 2 books and about 100 research articles. Besides mathematics, Agnès Sulem enjoys playing the violin.

Bernt Øksendal is professor emeritus at the University of Oslo (UiO) and associate professor and Honorary Doctor at the Norwegian School of Economics (NHH). He was awarded the Nansen Prize in 1996 and the UiO Research Prize in 2014. His interests are in stochastic analysis, stochastic control and applications, especially in biology and finance. He has over 200 publications, including 10 books. His other interests and pleasures include jogging, music, science and nature.

Détails de l'édition

• Éditeur: Springer
• Date d'édition: 2019
• Langue: anglais
• ISBN 10: 3030027791
• ISBN 13: 9783030027797
• Reliure: Broché
• Numéro d'édition: 3
• Nombre de pages: 452
• Coordonnées du fabricant: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Allemagne