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1. Applied Stochastic Control of Jump Diffusions
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Auteur:
Øksendal, Bernt; Sulem, Agnès; Sulem, Agnès; Øksendal, Bernt
Uitgever:
Springer Berlin Heidelberg 2007
Type:
e-book
2. Stochastic Partial Differential Equations
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Auteur:
Holden, Helge; Ubøe, Jan; Zhang, Tusheng; Øksendal, Bernt; Øksendal, Bernt
Uitgever:
Springer New York 2010
Type:
e-book
3. Malliavin Calculus for Lévy Processes with Applications to Finance
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Auteur:
Nunno, Giulia Di; Di Nunno, Giulia; Proske, Frank; Øksendal, Bernt; Øksendal, Bernt
Uitgever:
Springer Berlin Heidelberg 2009
Type:
e-book
4. Advanced Mathematical Methods for Finance
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Auteur:
Giulia Di Nunno, Bernt Øksendal; Di Nunno, Giulia; Di Nunno, Julia; Øksendal, Bernt
Uitgever:
Springer Berlin Heidelberg 2011
Type:
e-book
5. Applied Stochastic Control of Jump Diffusions
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Auteur:
Øksendal, Bernt; Oksendal, Bernt; Sulem, Agnès; Sulem, Agnès; Sulem, Agnès; Ksendal, Bernt
Uitgever:
Springer Berlin Heidelberg 2005
Type:
e-book
6. Stochastic Analysis and Applications
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Auteur:
Benth, F.E; Nunno, G. Di; Lindstrom, Tom; Benth, Fred Espen; Di Nunno, Giulia; Lindstrom, Tom; Nunno, Giulia; Zhang, Tusheng; Øksendal, Bernt
Uitgever:
Springer Berlin Heidelberg 2007
Type:
e-book
7. Stochastic Calculus for Fractional Brownian Motion and Applications
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Auteur:
Biagini, Francesca; Hu, Yaozhong; Oksendal, Bernt; Zhang, Tusheng; Biagini, Francesca; Hu, Yaozhong; Oksendal, Bernt; Zhang, Tusheng
Uitgever:
Springer London 2008
Type:
e-book