Monte Carlo Methods in Financial Engineering
Paul Glasserman
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Add to BasketMonte Carlo Methods in Financial Engineering
Paul Glasserman
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Wendell H. Fleming
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Stochastic Integration and Differential Equations
Philip Protter
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Huyen Pham
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Etienne Pardoux
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Etienne Pardoux
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Continuous-Time Markov Decision Processes : Theory and Applications
Xianping Guo
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Numerical Solution of Stochastic Differential Equations
Peter E. Kloeden
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Eckhard Platen
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Stochastic Approximation and Recursive Algorithms and Applications
Harold Kushner
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Discrete-Time Markov Chains : Two-Time-Scale Methods and Applications
G. George Yin
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Suresh P. Sethi
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Stochastic Ordinary and Stochastic Partial Differential Equations : Transition from Microscopic to Macroscopic Equations
Peter Kotelenez
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Stochastic Control of Hereditary Systems and Applications
Mou-Hsiung Chang
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