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Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE
by Touzi, Nizar.
Publication:
. X, 214 p. 1 illus.
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Introduction to the Mathematics of Finance
by Roman, Steven.
Publication:
. XVI, 287p. 49 illus.
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Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications
by Delong, Łukasz.
Publication:
. X, 288 p.
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Risk Measures and Attitudes
by Biagini, Francesca.
Publication:
. IX, 91 p. 4 illus. in color.
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Derivative Pricing in Discrete Time
by Cutland, Nigel J.
Publication:
. XV, 325 p. 63 illus.
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Selected Works of C.C. Heyde
by Maller, Ross.
Publication:
. XXXVII, 463p.
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An Introduction to Continuous-Time Stochastic Processes
by Capasso, Vincenzo.
Publication:
. XIII, 434 p. 14 illus.
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Probability and Statistical Models
by Gupta, Arjun K.
Publication:
. XII, 267p.
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Real Options Valuation
by Schulmerich, Marcus.
Publication:
. XVIII, 389p. 354 illus., 177 illus. in color.
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Paris-Princeton Lectures on Mathematical Finance 2010
by Cousin, Areski.
Publication:
. X, 359p. 45 illus.
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