Related Books
Language: en
Pages:
Pages:
Type: BOOK - Published: 2007 - Publisher:
ABSTRACT: The objective of this dissertation is to study impulse control problems in situations where the volatility of the underlying process is not constant.
Language: en
Pages: 868
Pages: 868
Type: BOOK - Published: 2008 - Publisher:
Language: en
Pages: 439
Pages: 439
Type: BOOK - Published: 2019-04-17 - Publisher: Springer
Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its ap
Language: en
Pages: 208
Pages: 208
Type: BOOK - Published: 2001-12-12 - Publisher: International Monetary Fund
This paper analyzes the link between product variety and economic growth. It finds support for the hypothesis that a greater degree of product variety relative
Language: en
Pages: 461
Pages: 461
Type: BOOK - Published: 2007-11-22 - Publisher: SIAM
A practical, entry-level text integrating the basic principles of applied mathematics and probability, and computational science.