Languages
Oksendal, Bernt.
Overview
| Works: | 2 works in 3 publications in 1 languages | |
|---|---|---|
Titles
Advanced mathematical methods for finance
by:
Di Nunno, Giulia.; SpringerLink (Online service); Oksendal, Bernt.
(Electronic resources)
Applied Stochastic Control of Jump Diffusions
by:
SpringerLink (Online service); Oksendal, Bernt.; Sulem, Agnes.
(Electronic resources)
Malliavin calculus for Levy processes with applications to finance
by:
Nunno, Giulia Di.; Oksendal, Bernt.; SpringerLink (Online service); Proske, Frank.
(Electronic resources)
Subjects
Socio- and Econophysics, Population and Evolutionary Models.
Stochastic processes.
Financial Economics.
Quantitative Finance.
Mathematics.
Probability Theory and Stochastic Processes.
Business mathematics.
Operations Research, Mathematical Programming.
Stochastic control theory.
Macroeconomics/Monetary Economics.
Malliavin calculus.
Viscosity solutions.
Levy processes.
Operator Theory.
Statistics for Business/Economics/Mathematical Finance/Insurance.