Monte Carlo Methods in Financial Engineering
Paul Glasserman
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Monte Carlo Methods in Financial Engineering
Paul Glasserman
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Controlled Markov Processes and Viscosity Solutions
Wendell H. Fleming
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Continuous-time Stochastic Control and Optimization with Financial Applications
Huyen Pham
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Stochastic Integration and Differential Equations
Philip Protter
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Stochastic Approximation and Recursive Algorithms and Applications
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Stochastic Control of Hereditary Systems and Applications
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