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 Simulation: Algorithms and Analysis
Soren Asmussen
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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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Large Deviations Techniques and Applications
Amir Dembo
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Numerical Solution of Stochastic Differential Equations
Peter E. Kloeden
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Numerical Methods for Stochastic Control Problems in Continuous Time
Harold Kushner
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Stochastic Simulation and Monte Carlo Methods : Mathematical Foundations of Stochastic Simulation
Carl Graham
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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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Large Deviations Techniques and Applications
Amir Dembo
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Stochastic Integration and Differential Equations
Philip Protter
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Hybrid Switching Diffusions : Properties and Applications
G. George Yin
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Hybrid Switching Diffusions : Properties and Applications
G. George Yin
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Applied Probability and Queues
Soeren Asmussen
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Stochastic Approximation and Recursive Algorithms and Applications
Harold Kushner
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Average-Cost Control of Stochastic Manufacturing Systems
Suresh P. Sethi
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Discrete-Time Markov Chains : Two-Time-Scale Methods and Applications
G. George Yin
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Controlled Markov Processes and Viscosity Solutions
Wendell H. Fleming
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Cycle Representations of Markov Processes
Sophia L. Kalpazidou
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Stochastic Simulation: Algorithms and Analysis
Soren Asmussen
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Wave Propagation and Time Reversal in Randomly Layered Media
Jean-Pierre Fouque
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