Monte Carlo Methods in Financial Engineering
Paul Glasserman
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Monte Carlo Methods in Financial Engineering
Paul Glasserman
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Stochastic Integration and Differential Equations
Philip Protter
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Continuous-time Stochastic Control and Optimization with Financial Applications
Huyen Pham
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Numerical Solution of Stochastic Differential Equations
Peter E. Kloeden
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Statistical Estimation : Asymptotic Theory
I.A. Ibragimov
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Large Deviations Techniques and Applications
Amir Dembo
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Stochastic Differential Equations, Backward SDEs, Partial Differential Equations
Etienne Pardoux
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