Applied Stochastic Control of Jump Diffusions (Bernt $phi$Ksendal, Agnes Sulem,

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这本书的内容为：

Chapter 1 Stochastic Calculus with Jump diffusions

Chapter 2 Optimal Stopping of Jump Diffusions

Chapter 3 Stochastic Control of Jump Diffusions

Chapter 4 Combined Optimal Stopping and Stochastic Control of Jump Diffusions

Chapter 5 Singular Control for Jump Diffusions

Chapter 6 Impulse Control of Jump Diffusions

Chapter 7 Approximating Impulse Control of Diffusions by Iterated Optimal Stopping

Chapter 8 Combined Stochastic Control and Impulse Control of Jump Diffusions

Chapter 9 Viscosity Solutions

Chapter 10 Solutions of Selected Exercises

这是《数理金融》，特别是《最优投资》方向值得一读的一本数学书！

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2008-7-24 13:31:00 上传

Applied Stochastic Control of Jump Diffusions (Bernt $phi$Ksendal, Agnes Sulem, 2004))
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[此贴子已经被作者于2008-7-24 13:49:01编辑过]

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关键词：Stochastic Diffusions Diffusion Stochast control Applied control Jump phi Agnes

好书啊 先顶起来吧